+74.7%
CART vs AEIS
+114.4%
-39.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.6% | +0.9% |
| 7D | +1.3% | +11.5% | -10.2% | +0.6% |
| 30D | +19.2% | -15.8% | +34.9% | +20.1% |
| 3M | +17.6% | -33.3% | +50.9% | +20.2% |
| 6M | +47.4% | -35.2% | +82.6% | +49.8% |
| YTD | +30.9% | +5.0% | +25.9% | +18.3% |
| 1Y | +46.0% | +8.5% | +37.5% | +30.7% |
| 3Y | +130.3% | +152.9% | -22.6% | +50.3% |
| All | +74.7% | +114.4% | -39.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling