+421.5%
CARR vs AEM
+542.3%
-120.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +1.3% |
| 7D | -3.8% | -2.1% | -1.6% | -3.6% |
| 30D | -8.9% | +8.4% | -17.3% | -9.7% |
| 3M | -17.3% | +27.3% | -44.6% | -19.5% |
| 6M | -1.4% | -9.7% | +8.3% | -1.2% |
| YTD | +10.0% | +19.0% | -9.0% | +7.9% |
| 1Y | -6.4% | +31.5% | -37.8% | -9.0% |
| 3Y | +1.5% | +338.7% | -337.2% | -11.6% |
| 5Y | +9.3% | +307.4% | -298.1% | -5.8% |
| All | +421.5% | +542.3% | -120.8% | +496.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling