+211.0%
AEP vs CASY
+550.0%
-339.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +2.5% | +2.5% | 0.0% | +2.0% |
| 30D | +3.4% | +10.2% | -6.8% | +1.4% |
| 3M | +4.2% | -15.7% | +19.9% | +7.3% |
| 6M | -0.8% | -18.4% | +17.6% | +2.2% |
| YTD | +15.2% | +28.3% | -13.0% | +7.4% |
| 1Y | +8.3% | +32.6% | -24.2% | +0.1% |
| 3Y | +84.2% | +159.5% | -75.3% | +42.6% |
| 5Y | +87.8% | +263.9% | -176.1% | +31.5% |
| All | +211.0% | +550.0% | -339.0% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling