+10.7%
CARR vs AEIS
+232.6%
-221.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | -0.4% |
| 7D | -3.8% | +2.3% | -6.0% | -4.6% |
| 30D | -8.9% | -14.8% | +5.9% | -3.8% |
| 3M | -17.3% | -15.6% | -1.7% | -14.0% |
| 6M | -1.4% | -8.7% | +7.3% | -1.5% |
| YTD | +10.0% | +37.3% | -27.3% | -8.0% |
| 1Y | -6.4% | +80.3% | -86.7% | -31.6% |
| 3Y | +1.5% | +177.9% | -176.4% | -41.7% |
| All | +10.7% | +232.6% | -221.9% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling