-4.6%
CARR vs AEM
+40.5%
-45.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -8.7% | +24.0% | -32.8% | -12.3% |
| 3M | -12.6% | +16.1% | -28.7% | -15.3% |
| 6M | -1.5% | -11.6% | +10.1% | -1.9% |
| YTD | +14.3% | +21.5% | -7.2% | +12.7% |
| 1Y | -4.6% | +39.2% | -43.8% | -11.6% |
| All | -4.6% | +40.5% | -45.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling