+231.7%
CTVA vs AEE
+72.3%
+159.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +11.9% | -2.3% | +14.2% | +13.0% |
| 3M | +13.7% | +0.2% | +13.5% | +13.2% |
| 6M | +13.1% | -4.7% | +17.9% | +15.2% |
| YTD | +32.0% | +8.1% | +23.9% | +26.3% |
| 1Y | +22.1% | +8.5% | +13.5% | +16.5% |
| 3Y | +77.5% | +48.9% | +28.6% | +42.8% |
| 5Y | +106.3% | +39.9% | +66.4% | +68.7% |
| All | +231.7% | +72.3% | +159.4% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling