+43.4%
CAPR vs AEE
+49.7%
-6.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.9% |
| 7D | -9.5% | +1.3% | -10.8% | -9.8% |
| 30D | +121.5% | -1.2% | +122.8% | +122.6% |
| 3M | -65.4% | +1.0% | -66.4% | -64.9% |
| 6M | -67.5% | -2.3% | -65.2% | -67.0% |
| YTD | -68.6% | +9.1% | -77.7% | -68.8% |
| 1Y | +42.7% | +10.6% | +32.1% | +39.7% |
| 3Y | +43.4% | +48.5% | -5.1% | +17.9% |
| All | +43.4% | +49.7% | -6.3% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling