+152.2%
CAKE vs AEE
+38.7%
+113.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -4.5% | -0.8% | -3.8% | -4.3% |
| 30D | -12.4% | -2.9% | -9.5% | -11.8% |
| 3M | +37.3% | -2.4% | +39.7% | +37.8% |
| 6M | +70.7% | -2.7% | +73.4% | +71.2% |
| YTD | +106.0% | +7.3% | +98.7% | +100.1% |
| 1Y | +79.7% | +7.5% | +72.1% | +74.4% |
| 3Y | +267.8% | +46.2% | +221.6% | +221.8% |
| All | +152.2% | +38.7% | +113.5% | +121.5% |
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