+10.2%
AEE vs CASY
+22.7%
-12.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | +0.6% |
| 7D | +1.1% | -16.5% | +17.6% | +2.3% |
| 30D | 0.0% | -26.4% | +26.4% | +2.2% |
| 3M | -0.9% | -17.3% | +16.4% | -0.2% |
| 6M | -2.4% | -5.2% | +2.8% | -3.9% |
| YTD | +8.6% | +14.1% | -5.4% | +4.6% |
| 1Y | +10.2% | +16.6% | -6.5% | +5.3% |
| All | +10.2% | +22.7% | -12.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling