+216.7%
CTVA vs AEE
+70.9%
+145.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | +11.3% | -2.9% | +14.2% | +12.8% |
| 3M | +12.3% | -2.4% | +14.7% | +13.3% |
| 6M | +7.2% | -2.7% | +9.9% | +8.0% |
| YTD | +26.0% | +7.3% | +18.7% | +21.0% |
| 1Y | +16.0% | +7.5% | +8.5% | +11.2% |
| 3Y | +73.9% | +46.2% | +27.7% | +41.2% |
| 5Y | +103.8% | +39.7% | +64.1% | +66.7% |
| All | +216.7% | +70.9% | +145.8% | +147.0% |
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