+61.8%
CVE vs AEE
+711.9%
-650.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.1% | +2.1% | -18.2% | -16.8% |
| 30D | -10.4% | +11.4% | -21.8% | -13.8% |
| 3M | -2.4% | +5.0% | -7.3% | -4.2% |
| 6M | -4.4% | +4.4% | -8.9% | -6.4% |
| YTD | +64.9% | +15.4% | +49.6% | +55.5% |
| 1Y | +66.0% | +13.8% | +52.3% | +57.3% |
| 3Y | +57.7% | +58.0% | -0.4% | +30.0% |
| 5Y | +144.7% | +52.9% | +91.8% | +102.3% |
| 10Y | +139.2% | +205.1% | -65.9% | +41.9% |
| All | +61.8% | +711.9% | -650.1% | -57.0% |
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 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