+1.5%
CARR vs AEP
+76.7%
-75.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | -0.9% | -2.8% | -3.6% |
| 30D | -8.9% | -1.1% | -7.9% | -8.7% |
| 3M | -17.3% | -3.3% | -14.0% | -16.8% |
| 6M | -1.4% | -4.6% | +3.2% | -0.6% |
| YTD | +10.0% | +9.4% | +0.6% | +8.0% |
| 1Y | -6.4% | +16.9% | -23.3% | -9.1% |
| 3Y | +1.5% | +76.6% | -75.1% | -13.1% |
| All | +1.5% | +76.7% | -75.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling