+92.6%
CAPR vs AEE
+40.8%
+51.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | +139.2% | -2.3% | +141.5% | +140.4% |
| 3M | -66.4% | +0.2% | -66.6% | -66.1% |
| 6M | -63.1% | -4.7% | -58.4% | -62.6% |
| YTD | -67.4% | +8.1% | -75.5% | -67.5% |
| 1Y | +58.2% | +8.5% | +49.7% | +57.0% |
| 3Y | +42.2% | +48.9% | -6.7% | +32.1% |
| All | +92.6% | +40.8% | +51.9% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling