+195.0%
AEE vs CASY
+468.0%
-273.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | +2.9% |
| 7D | +1.1% | -16.5% | +17.6% | +5.1% |
| 30D | 0.0% | -26.4% | +26.4% | +7.0% |
| 3M | -0.9% | -17.3% | +16.4% | +2.2% |
| 6M | -2.4% | -5.2% | +2.8% | -3.1% |
| YTD | +8.6% | +14.1% | -5.4% | +2.7% |
| 1Y | +10.2% | +16.6% | -6.5% | +3.3% |
| 3Y | +47.8% | +163.7% | -115.9% | +7.5% |
| 5Y | +40.1% | +231.3% | -191.2% | -6.4% |
| 10Y | +195.0% | +462.9% | -267.9% | +73.2% |
| All | +195.0% | +468.0% | -273.0% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling