+59.1%
AEE vs CASY
+253.8%
-194.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | +2.3% | +3.6% | -1.3% | +1.8% |
| 30D | +11.6% | +7.2% | +4.4% | +10.4% |
| 3M | +5.5% | -16.9% | +22.4% | +8.1% |
| 6M | +6.0% | -19.3% | +25.4% | +8.8% |
| YTD | +16.6% | +25.6% | -9.1% | +10.3% |
| 1Y | +12.1% | +30.2% | -18.1% | +5.3% |
| 3Y | +64.2% | +154.9% | -90.6% | +33.2% |
| 5Y | +59.1% | +252.1% | -193.0% | +19.8% |
| All | +59.1% | +253.8% | -194.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling