+879.1%
CVS vs AEE
+822.6%
+56.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | +0.4% | -1.2% | +1.6% | +0.8% |
| 3M | -0.4% | +1.0% | -1.4% | -0.9% |
| 6M | +25.1% | -2.3% | +27.4% | +25.9% |
| YTD | +23.9% | +9.1% | +14.8% | +19.4% |
| 1Y | +41.1% | +10.6% | +30.5% | +35.2% |
| 3Y | +63.6% | +48.5% | +15.1% | +38.6% |
| 5Y | +31.5% | +39.9% | -8.3% | +13.1% |
| 10Y | +40.5% | +185.7% | -145.2% | -9.6% |
| All | +879.1% | +822.6% | +56.5% | +271.3% |
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 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