-11.3%
CTSH vs AEE
+49.7%
-61.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -3.9% |
| 7D | -5.5% | +1.3% | -6.8% | -5.6% |
| 30D | +4.5% | -1.2% | +5.8% | +4.6% |
| 3M | +13.7% | +1.0% | +12.7% | +13.7% |
| 6M | -8.4% | -2.3% | -6.1% | -8.3% |
| YTD | -26.5% | +9.1% | -35.6% | -27.9% |
| 1Y | -13.9% | +10.6% | -24.5% | -15.9% |
| 3Y | -11.3% | +48.5% | -59.8% | -19.5% |
| All | -11.3% | +49.7% | -61.0% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling