+18.2%
AEP vs CASY
+51.2%
-33.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.8% | -11.3% | +10.5% | 0.0% |
| 3M | -1.8% | -0.6% | -1.2% | -2.2% |
| 6M | -5.4% | +10.7% | -16.1% | -7.1% |
| YTD | +10.4% | +37.1% | -26.7% | +7.0% |
| 1Y | +18.2% | +52.3% | -34.1% | +13.5% |
| All | +18.2% | +51.2% | -33.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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