+65.7%
CAG vs AEE
+818.5%
-752.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -6.6% | +1.1% | -7.7% | -7.0% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +16.3% | -0.9% | +17.2% | +16.6% |
| 6M | -16.0% | -2.4% | -13.6% | -15.4% |
| YTD | -7.7% | +8.6% | -16.3% | -10.4% |
| 1Y | -16.0% | +10.2% | -26.2% | -18.9% |
| 3Y | -37.7% | +47.8% | -85.5% | -46.0% |
| 5Y | -41.2% | +40.1% | -81.3% | -48.4% |
| 10Y | -33.8% | +195.0% | -228.8% | -55.9% |
| All | +65.7% | +818.5% | -752.8% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling