+414.1%
CARR vs AEP
+76.8%
+337.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -4.1% | -1.0% | -3.1% | -3.9% |
| 30D | -11.0% | -0.1% | -10.9% | -11.0% |
| 3M | -16.4% | -3.2% | -13.2% | -15.8% |
| 6M | -2.4% | -5.3% | +2.9% | -1.3% |
| YTD | +8.4% | +9.5% | -1.1% | +5.9% |
| 1Y | -8.0% | +17.5% | -25.5% | -11.6% |
| 3Y | +0.6% | +77.0% | -76.4% | -13.6% |
| 5Y | +7.7% | +66.4% | -58.6% | -5.2% |
| All | +414.1% | +76.8% | +337.3% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling