+77.9%
AEP vs CASY
+154.1%
-76.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | +3.6% | +8.7% | -5.0% | +2.9% |
| 3M | +1.8% | -17.3% | +19.1% | +3.2% |
| 6M | -3.1% | -19.7% | +16.6% | -1.7% |
| YTD | +12.2% | +24.8% | -12.6% | +9.1% |
| 1Y | +9.1% | +31.9% | -22.8% | +5.5% |
| 3Y | +77.9% | +155.4% | -77.5% | +59.6% |
| All | +77.9% | +154.1% | -76.2% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling