+363.9%
CPRT vs AEE
+219.0%
+145.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +21.4% | +8.8% | +12.5% | +17.6% |
| 3M | +10.4% | +5.1% | +5.3% | +8.3% |
| 6M | -4.3% | +5.2% | -9.5% | -6.1% |
| YTD | -18.3% | +16.1% | -34.3% | -23.0% |
| 1Y | -22.5% | +10.4% | -32.9% | -25.7% |
| 3Y | -34.3% | +63.1% | -97.5% | -46.7% |
| 5Y | -17.8% | +55.6% | -73.3% | -32.8% |
| All | +363.9% | +219.0% | +145.0% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling