+10.7%
CARR vs AEE
+38.7%
-28.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | -8.9% | -2.9% | -6.0% | -8.0% |
| 3M | -17.3% | -2.4% | -14.9% | -16.8% |
| 6M | -1.4% | -2.7% | +1.3% | -0.7% |
| YTD | +10.0% | +7.3% | +2.7% | +6.9% |
| 1Y | -6.4% | +7.5% | -13.9% | -9.2% |
| 3Y | +1.5% | +46.2% | -44.7% | -13.7% |
| All | +10.7% | +38.7% | -28.0% | -6.1% |
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