+398.3%
CAH vs AEE
+38.5%
+359.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -1.8% | -2.0% | +0.2% | -1.0% |
| 3M | +9.4% | -2.8% | +12.2% | +10.4% |
| 6M | +9.2% | -3.6% | +12.8% | +10.6% |
| YTD | +15.7% | +7.3% | +8.4% | +12.2% |
| 1Y | +59.7% | +8.7% | +51.0% | +54.2% |
| 3Y | +178.5% | +46.0% | +132.4% | +140.6% |
| 5Y | +398.3% | +39.8% | +358.5% | +329.9% |
| All | +398.3% | +38.5% | +359.7% | +329.9% |
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 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