+1,483.3%
CAH vs AEE
+822.6%
+660.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | +0.5% | +1.3% | -0.8% | -0.1% |
| 30D | +1.7% | -1.2% | +3.0% | +2.2% |
| 3M | +17.9% | +1.0% | +16.8% | +17.2% |
| 6M | +10.9% | -2.3% | +13.2% | +11.8% |
| YTD | +17.9% | +9.1% | +8.7% | +12.9% |
| 1Y | +61.7% | +10.6% | +51.1% | +54.0% |
| 3Y | +183.7% | +48.5% | +135.2% | +134.2% |
| 5Y | +401.3% | +39.9% | +361.5% | +320.4% |
| 10Y | +293.7% | +185.7% | +107.9% | +130.2% |
| All | +1,483.3% | +822.6% | +660.7% | +371.9% |
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 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