-97.8%
CAPR vs AEE
+359.4%
-457.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.3% |
| 7D | +36.0% | +2.3% | +33.7% | +35.5% |
| 30D | +25.8% | +11.6% | +14.2% | +23.3% |
| 3M | +140.8% | +5.5% | +135.3% | +138.7% |
| 6M | -67.6% | +6.0% | -73.6% | -67.7% |
| YTD | -65.9% | +16.6% | -82.5% | -66.7% |
| 1Y | +66.1% | +12.1% | +54.1% | +63.2% |
| 3Y | +256.9% | +64.2% | +192.7% | +225.3% |
| 5Y | +172.1% | +59.1% | +113.0% | +147.5% |
| 10Y | -64.7% | +210.2% | -274.9% | -72.4% |
| All | -97.8% | +359.4% | -457.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling