+2,214.6%
AEP vs CASY
+36,294.0%
-34,079.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.8% | -11.3% | +10.5% | +0.8% |
| 3M | -1.8% | -0.6% | -1.2% | -2.2% |
| 6M | -5.4% | +10.7% | -16.1% | -7.4% |
| YTD | +10.4% | +37.1% | -26.7% | +4.8% |
| 1Y | +18.2% | +52.3% | -34.1% | +10.2% |
| 3Y | +79.0% | +215.2% | -136.2% | +48.4% |
| 5Y | +64.8% | +276.5% | -211.7% | +32.3% |
| 10Y | +170.8% | +508.4% | -337.5% | +100.2% |
| All | +2,214.6% | +36,294.0% | -34,079.4% | +1,046.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling