-43.5%
CAG vs AEE
+38.7%
-82.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.7% | -0.8% | -4.9% | -5.3% |
| 30D | -2.4% | -2.9% | +0.5% | -1.1% |
| 3M | +9.8% | -2.4% | +12.2% | +10.9% |
| 6M | -10.8% | -2.7% | -8.1% | -9.9% |
| YTD | -10.8% | +7.3% | -18.1% | -13.6% |
| 1Y | -19.0% | +7.5% | -26.5% | -21.7% |
| 3Y | -39.7% | +46.2% | -85.9% | -49.9% |
| All | -43.5% | +38.7% | -82.1% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling