+10.8%
AEP vs CAH
+38.5%
-27.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.0% | -1.0% |
| 7D | +0.8% | +7.0% | -6.2% | -0.3% |
| 30D | +7.9% | +12.4% | -4.4% | +5.9% |
| 3M | +1.5% | +12.2% | -10.7% | -0.5% |
| 6M | -2.6% | +33.2% | -35.8% | -6.7% |
| YTD | +14.7% | +28.4% | -13.7% | +9.0% |
| 1Y | +10.8% | +35.0% | -24.3% | +2.6% |
| All | +10.8% | +38.5% | -27.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling