+169.3%
AEP vs CASY
+549.1%
-379.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.3% |
| 7D | +2.0% | -4.4% | +6.4% | +2.9% |
| 30D | +0.5% | -12.0% | +12.6% | +3.0% |
| 3M | -0.3% | -2.3% | +2.0% | -0.7% |
| 6M | -3.5% | +10.5% | -14.0% | -6.6% |
| YTD | +11.3% | +33.0% | -21.8% | +3.4% |
| 1Y | +20.2% | +41.1% | -20.9% | +10.0% |
| 3Y | +79.8% | +207.5% | -127.7% | +34.0% |
| 5Y | +65.6% | +290.7% | -225.2% | +14.7% |
| 10Y | +169.3% | +556.5% | -387.2% | +70.4% |
| All | +169.3% | +549.1% | -379.8% | +70.4% |
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