+2,231.7%
AEP vs CAH
+14,665.6%
-12,433.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.2% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | +0.5% | +1.7% | -1.2% | +0.2% |
| 3M | -0.3% | +17.9% | -18.2% | -3.3% |
| 6M | -3.5% | +10.9% | -14.4% | -5.5% |
| YTD | +11.3% | +17.9% | -6.6% | +7.5% |
| 1Y | +20.2% | +61.7% | -41.5% | +9.4% |
| 3Y | +79.8% | +183.7% | -104.0% | +46.3% |
| 5Y | +65.6% | +401.3% | -335.8% | +20.7% |
| 10Y | +169.3% | +293.7% | -124.4% | +96.0% |
| All | +2,231.7% | +14,665.6% | -12,433.9% | +1,019.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling