+81.3%
AEP vs CART
+137.8%
-56.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +4.1% | +22.4% | -18.3% | +3.9% |
| 3M | +4.1% | +15.6% | -11.6% | +3.9% |
| 6M | -1.0% | +44.9% | -45.9% | -1.4% |
| YTD | +13.4% | +30.0% | -16.6% | +13.1% |
| 1Y | +6.7% | +56.6% | -49.9% | +6.1% |
| 3Y | +81.3% | +131.9% | -50.7% | +73.0% |
| All | +81.3% | +137.8% | -56.5% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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