+170.5%
AEP vs CAH
+294.8%
-124.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.9% | -5.1% | +4.2% | 0.0% |
| 30D | -1.1% | +0.2% | -1.2% | -1.1% |
| 3M | -3.3% | +6.3% | -9.6% | -4.4% |
| 6M | -4.6% | +9.4% | -14.0% | -6.3% |
| YTD | +9.4% | +15.0% | -5.5% | +6.2% |
| 1Y | +16.9% | +55.4% | -38.5% | +7.1% |
| 3Y | +76.6% | +173.8% | -97.2% | +44.3% |
| 5Y | +66.2% | +395.2% | -329.0% | +20.7% |
| All | +170.5% | +294.8% | -124.3% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling