+211.7%
AEP vs CASY
+555.0%
-343.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.9% | +3.6% | -0.7% | +2.2% |
| 30D | +3.2% | +9.1% | -5.9% | +1.4% |
| 3M | +3.8% | -16.5% | +20.3% | +7.1% |
| 6M | +2.5% | -19.7% | +22.2% | +6.1% |
| YTD | +15.5% | +29.3% | -13.8% | +7.5% |
| 1Y | +9.6% | +33.1% | -23.5% | +1.2% |
| 3Y | +91.2% | +158.5% | -67.4% | +48.2% |
| 5Y | +88.2% | +266.7% | -178.5% | +31.6% |
| All | +211.7% | +555.0% | -343.3% | +96.8% |
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