+18.6%
AEP vs CASY
+22.7%
-4.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.6% | +0.3% |
| 7D | +0.9% | -16.5% | +17.4% | +2.0% |
| 30D | +1.5% | -26.4% | +27.9% | +3.5% |
| 3M | -1.7% | -17.3% | +15.6% | -1.0% |
| 6M | -4.0% | -5.2% | +1.2% | -5.3% |
| YTD | +10.6% | +14.1% | -3.5% | +8.0% |
| 1Y | +18.6% | +16.6% | +2.0% | +15.9% |
| All | +18.6% | +22.7% | -4.1% | +15.9% |
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