+115.3%
CAPR vs AEE
+3.4%
+111.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +4.6% |
| 7D | +41.1% | +2.1% | +39.0% | +37.4% |
| 30D | +11.1% | +11.4% | -0.3% | -6.8% |
| 3M | +115.3% | +5.0% | +110.3% | +150.9% |
| All | +115.3% | +3.4% | +111.9% | +150.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling