+5,196.1%
CP vs AEE
+882.7%
+4,313.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.8% | +3.0% | -0.2% | +1.4% |
| 30D | +11.0% | +11.2% | -0.2% | +5.7% |
| 3M | +3.8% | +7.0% | -3.1% | +0.6% |
| 6M | +9.5% | +5.7% | +3.8% | +6.5% |
| YTD | +28.2% | +16.2% | +12.0% | +19.2% |
| 1Y | +33.0% | +12.0% | +20.9% | +25.7% |
| 3Y | +35.5% | +63.4% | -27.8% | +5.4% |
| 5Y | +25.8% | +56.0% | -30.3% | -0.8% |
| 10Y | +250.7% | +217.4% | +33.4% | +88.9% |
| All | +5,196.1% | +882.7% | +4,313.4% | +1,509.7% |
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 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