+112.8%
CART vs AEE
+57.7%
+55.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.0% | +2.1% | +0.9% | +2.7% |
| 30D | +28.6% | +11.4% | +17.2% | +26.6% |
| 3M | +29.1% | +5.0% | +24.1% | +28.1% |
| 6M | +44.7% | +4.4% | +40.3% | +43.6% |
| YTD | +29.2% | +15.4% | +13.8% | +25.9% |
| 1Y | +66.2% | +13.8% | +52.4% | +62.2% |
| 3Y | +112.8% | +58.0% | +54.8% | +88.1% |
| All | +112.8% | +57.7% | +55.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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