+2,234.9%
CAKE vs AEE
+807.2%
+1,427.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.8% |
| 7D | -5.6% | -0.7% | -4.9% | -5.3% |
| 30D | -10.5% | -2.0% | -8.6% | -9.7% |
| 3M | +43.6% | -2.8% | +46.5% | +45.0% |
| 6M | +63.0% | -3.6% | +66.6% | +64.7% |
| YTD | +102.9% | +7.3% | +95.6% | +93.5% |
| 1Y | +75.6% | +8.7% | +66.9% | +66.3% |
| 3Y | +257.7% | +46.0% | +211.7% | +184.9% |
| 5Y | +156.0% | +39.8% | +116.2% | +104.8% |
| 10Y | +150.5% | +191.4% | -40.9% | +38.7% |
| All | +2,234.9% | +807.2% | +1,427.7% | +609.1% |
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