+65.6%
AEP vs CASY
+274.3%
-208.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.1% |
| 7D | +2.0% | -4.4% | +6.4% | +2.6% |
| 30D | +0.5% | -12.0% | +12.6% | +2.2% |
| 3M | -0.3% | -2.3% | +2.0% | -0.6% |
| 6M | -3.5% | +10.5% | -14.0% | -5.8% |
| YTD | +11.3% | +33.0% | -21.8% | +5.5% |
| 1Y | +20.2% | +41.1% | -20.9% | +12.7% |
| 3Y | +79.8% | +207.5% | -127.7% | +43.3% |
| 5Y | +65.6% | +290.7% | -225.2% | +24.2% |
| All | +65.6% | +274.3% | -208.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling