+31.5%
CP vs AEE
+43.4%
-11.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +2.4% | +1.3% | +1.1% | +1.9% |
| 30D | -0.5% | -1.2% | +0.7% | -0.1% |
| 3M | +1.4% | +1.0% | +0.4% | +0.9% |
| 6M | +10.3% | -2.3% | +12.6% | +11.0% |
| YTD | +24.3% | +9.1% | +15.2% | +20.0% |
| 1Y | +20.4% | +10.6% | +9.9% | +15.7% |
| 3Y | +21.8% | +48.5% | -26.7% | +1.5% |
| 5Y | +31.5% | +39.9% | -8.3% | +11.7% |
| All | +31.5% | +43.4% | -11.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling