+421.5%
CARR vs AEIS
+730.0%
-308.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | -0.2% |
| 7D | -3.8% | +2.3% | -6.0% | -4.5% |
| 30D | -8.9% | -14.8% | +5.9% | -4.4% |
| 3M | -17.3% | -15.6% | -1.7% | -14.3% |
| 6M | -1.4% | -8.7% | +7.3% | -1.2% |
| YTD | +10.0% | +37.3% | -27.3% | -5.0% |
| 1Y | -6.4% | +80.3% | -86.7% | -27.6% |
| 3Y | +1.5% | +177.9% | -176.4% | -34.8% |
| 5Y | +9.3% | +235.8% | -226.5% | -35.2% |
| All | +421.5% | +730.0% | -308.5% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling