-39.3%
CAG vs AEE
+46.3%
-85.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -5.9% | -0.7% | -5.2% | -5.6% |
| 30D | -1.5% | -2.0% | +0.4% | -0.7% |
| 3M | +11.5% | -2.8% | +14.3% | +12.8% |
| 6M | -15.7% | -3.6% | -12.1% | -14.4% |
| YTD | -10.2% | +7.3% | -17.5% | -12.9% |
| 1Y | -18.1% | +8.7% | -26.8% | -21.0% |
| All | -39.3% | +46.3% | -85.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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