-17.1%
CTSH vs AEE
+39.2%
-56.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.8% |
| 7D | -8.2% | +1.1% | -9.3% | -8.4% |
| 30D | +0.4% | 0.0% | +0.4% | +0.3% |
| 3M | +10.6% | -0.9% | +11.5% | +10.7% |
| 6M | -8.8% | -2.4% | -6.4% | -8.6% |
| YTD | -28.6% | +8.6% | -37.3% | -30.8% |
| 1Y | -15.9% | +10.2% | -26.1% | -19.1% |
| 3Y | -13.9% | +47.8% | -61.7% | -25.5% |
| 5Y | -17.1% | +40.1% | -57.2% | -27.4% |
| All | -17.1% | +39.2% | -56.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling