+10.7%
CARR vs AEP
+64.8%
-54.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | -0.9% | -2.8% | -3.5% |
| 30D | -8.9% | -1.1% | -7.9% | -8.6% |
| 3M | -17.3% | -3.3% | -14.0% | -16.5% |
| 6M | -1.4% | -4.6% | +3.2% | -0.2% |
| YTD | +10.0% | +9.4% | +0.6% | +6.4% |
| 1Y | -6.4% | +16.9% | -23.3% | -11.4% |
| 3Y | +1.5% | +76.6% | -75.1% | -19.9% |
| All | +10.7% | +64.8% | -54.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling