+105.2%
CTVA vs AEE
+38.5%
+66.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.7% | -0.7% | -4.0% | -4.4% |
| 30D | +11.1% | -2.0% | +13.1% | +11.8% |
| 3M | +13.7% | -2.8% | +16.5% | +14.7% |
| 6M | +11.2% | -3.6% | +14.8% | +12.3% |
| YTD | +26.9% | +7.3% | +19.6% | +22.8% |
| 1Y | +18.8% | +8.7% | +10.1% | +14.3% |
| 3Y | +75.9% | +46.0% | +29.9% | +48.5% |
| 5Y | +105.2% | +39.8% | +65.4% | +69.3% |
| All | +105.2% | +38.5% | +66.7% | +69.3% |
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 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