+425.9%
CARR vs AEM
+549.4%
-123.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | +0.6% | +3.0% | -2.4% | +0.4% |
| 30D | -8.7% | +12.5% | -21.1% | -9.8% |
| 3M | -18.4% | +26.9% | -45.3% | -20.5% |
| 6M | -0.6% | -9.4% | +8.8% | -0.4% |
| YTD | +10.9% | +20.3% | -9.3% | +8.7% |
| 1Y | -7.3% | +33.8% | -41.1% | -10.1% |
| 3Y | +2.9% | +349.8% | -346.9% | -10.7% |
| 5Y | +9.6% | +301.0% | -291.4% | -5.6% |
| All | +425.9% | +549.4% | -123.5% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling