+47.6%
CVS vs AEE
+65.0%
-17.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +6.6% | +1.7% | +4.9% | +6.1% |
| 30D | -0.4% | +9.7% | -10.2% | -3.0% |
| 3M | -5.3% | +5.9% | -11.2% | -6.8% |
| 6M | -7.7% | +6.7% | -14.4% | -9.5% |
| YTD | +16.0% | +17.4% | -1.3% | +10.7% |
| 1Y | +16.2% | +12.7% | +3.6% | +12.2% |
| 3Y | +47.6% | +68.2% | -20.7% | +23.8% |
| All | +47.6% | +65.0% | -17.4% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling