+5,061.2%
CP vs AEE
+813.9%
+4,247.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +0.2% | -2.3% | +2.4% | +1.2% |
| 3M | +2.6% | +0.2% | +2.4% | +2.3% |
| 6M | +6.0% | -4.7% | +10.7% | +8.1% |
| YTD | +24.9% | +8.1% | +16.8% | +20.2% |
| 1Y | +20.1% | +8.5% | +11.6% | +15.2% |
| 3Y | +16.4% | +48.9% | -32.5% | -5.6% |
| 5Y | +31.7% | +39.9% | -8.2% | +9.2% |
| 10Y | +223.9% | +186.5% | +37.3% | +82.7% |
| All | +5,061.2% | +813.9% | +4,247.3% | +1,522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling