-15.9%
CTSH vs AEE
+10.4%
-26.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -3.0% |
| 7D | -8.2% | +1.1% | -9.3% | -7.9% |
| 30D | +0.4% | 0.0% | +0.4% | +0.4% |
| 3M | +10.6% | -0.9% | +11.5% | +11.4% |
| 6M | -8.8% | -2.4% | -6.4% | -8.5% |
| YTD | -28.6% | +8.6% | -37.3% | -25.6% |
| 1Y | -15.9% | +10.2% | -26.1% | -12.3% |
| All | -15.9% | +10.4% | -26.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling