+48.4%
AEE vs CASY
+220.7%
-172.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -2.3% | -11.3% | +9.1% | -1.0% |
| 3M | +0.2% | -0.6% | +0.9% | -0.2% |
| 6M | -4.7% | +10.7% | -15.5% | -6.7% |
| YTD | +8.1% | +37.1% | -29.0% | +2.9% |
| 1Y | +8.5% | +52.3% | -43.8% | +1.8% |
| All | +48.4% | +220.7% | -172.3% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling