-13.4%
CTSH vs AEE
+56.1%
-69.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | +8.0% | +9.7% | -1.8% | +5.7% |
| 3M | +10.6% | +5.8% | +4.8% | +9.1% |
| 6M | +32.5% | +4.5% | +28.1% | +30.9% |
| YTD | -21.0% | +15.8% | -36.8% | -24.6% |
| 1Y | -9.9% | +10.8% | -20.7% | -12.9% |
| 3Y | +3.1% | +62.8% | -59.7% | -13.5% |
| 5Y | -13.4% | +56.1% | -69.5% | -26.9% |
| All | -13.4% | +56.1% | -69.5% | -26.9% |
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