-77.3%
CAPR vs AEE
+186.8%
-264.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -12.6% | +1.1% | -13.7% | -12.8% |
| 30D | +124.4% | 0.0% | +124.4% | +124.6% |
| 3M | -66.8% | -0.9% | -65.9% | -66.5% |
| 6M | -71.8% | -2.4% | -69.4% | -71.5% |
| YTD | -70.1% | +8.6% | -78.7% | -70.4% |
| 1Y | +33.3% | +10.2% | +23.2% | +31.3% |
| 3Y | +36.7% | +47.8% | -11.1% | +26.1% |
| 5Y | +72.5% | +40.1% | +32.4% | +59.6% |
| 10Y | -77.3% | +195.0% | -272.3% | -83.0% |
| All | -77.3% | +186.8% | -264.0% | -83.0% |
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