+2,252.4%
AEP vs CASY
+33,031.0%
-30,778.7%
-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% | -0.2% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | +3.6% | +8.7% | -5.0% | +2.4% |
| 3M | +1.8% | -17.3% | +19.1% | +4.2% |
| 6M | -3.1% | -19.7% | +16.6% | -0.8% |
| YTD | +12.2% | +24.8% | -12.6% | +7.6% |
| 1Y | +9.1% | +31.9% | -22.8% | +3.7% |
| 3Y | +77.9% | +155.4% | -77.5% | +51.9% |
| 5Y | +78.1% | +250.6% | -172.5% | +44.2% |
| 10Y | +187.8% | +556.8% | -369.0% | +110.5% |
| All | +2,252.4% | +33,031.0% | -30,778.7% | +1,078.0% |
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