+287.5%
CAH vs AEE
+191.1%
+96.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -0.8% | -4.3% | -4.8% |
| 30D | +0.2% | -2.9% | +3.1% | +1.3% |
| 3M | +6.3% | -2.4% | +8.7% | +7.2% |
| 6M | +9.4% | -2.7% | +12.1% | +10.4% |
| YTD | +15.0% | +7.3% | +7.7% | +11.4% |
| 1Y | +55.4% | +7.5% | +47.9% | +50.4% |
| 3Y | +173.8% | +46.2% | +127.6% | +132.2% |
| 5Y | +395.2% | +39.7% | +355.5% | +323.9% |
| All | +287.5% | +191.1% | +96.3% | +198.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling