-69.4%
CAPR vs AEE
+222.5%
-291.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.1% |
| 7D | +5.9% | +1.7% | +4.2% | +5.5% |
| 30D | +44.6% | +9.7% | +34.9% | +42.1% |
| 3M | +126.4% | +5.9% | +120.4% | +124.0% |
| 6M | -68.6% | +6.7% | -75.3% | -68.8% |
| YTD | -67.0% | +17.4% | -84.3% | -67.8% |
| 1Y | +65.2% | +12.7% | +52.5% | +62.2% |
| 3Y | +235.6% | +68.2% | +167.3% | +203.6% |
| 5Y | +175.4% | +57.3% | +118.1% | +150.3% |
| All | -69.4% | +222.5% | -291.9% | -73.9% |
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 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