+15.1%
AEE vs CAI
-11.0%
+26.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.7% | -5.1% | +4.4% | -0.7% |
| 30D | -2.0% | +3.9% | -5.9% | -2.0% |
| 3M | -2.8% | +40.1% | -42.9% | -3.0% |
| 6M | -3.6% | +29.7% | -33.2% | -3.9% |
| YTD | +7.3% | -10.9% | +18.2% | +7.6% |
| 1Y | +8.7% | -28.0% | +36.7% | +9.4% |
| All | +15.1% | -11.0% | +26.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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