+18.7%
CTSH vs AEE
+191.3%
-172.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -9.8% | -0.7% | -9.1% | -9.5% |
| 30D | +0.1% | -2.0% | +2.1% | +0.9% |
| 3M | +13.2% | -2.8% | +16.1% | +14.3% |
| 6M | -6.2% | -3.6% | -2.6% | -5.5% |
| YTD | -28.5% | +7.3% | -35.8% | -31.6% |
| 1Y | -13.8% | +8.7% | -22.5% | -18.3% |
| 3Y | -13.7% | +46.0% | -59.7% | -30.3% |
| 5Y | -16.7% | +39.8% | -56.5% | -32.2% |
| All | +18.7% | +191.3% | -172.5% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling