+194.6%
AEP vs CASY
+551.3%
-356.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | -1.5% | +3.6% | -5.1% | -2.2% |
| 30D | +4.5% | +7.2% | -2.7% | +3.0% |
| 3M | +2.8% | -16.9% | +19.8% | +6.2% |
| 6M | -0.7% | -19.3% | +18.7% | +2.6% |
| YTD | +13.8% | +25.6% | -11.8% | +6.6% |
| 1Y | +9.0% | +30.2% | -21.2% | +1.1% |
| 3Y | +83.0% | +154.9% | -71.9% | +42.3% |
| 5Y | +83.3% | +252.1% | -168.9% | +29.5% |
| 10Y | +194.6% | +535.8% | -341.2% | +86.1% |
| All | +194.6% | +551.3% | -356.7% | +86.1% |
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