+63.6%
AEP vs CAVA
+33.0%
+30.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.1% |
| 7D | -0.9% | -8.0% | +7.1% | -0.9% |
| 30D | -1.1% | -19.6% | +18.5% | -1.0% |
| 3M | -3.3% | -36.7% | +33.4% | -3.2% |
| 6M | -4.6% | -30.6% | +25.9% | -4.6% |
| YTD | +9.4% | -4.8% | +14.2% | +9.5% |
| 1Y | +16.9% | -13.1% | +30.1% | +17.1% |
| 3Y | +76.6% | +48.8% | +27.9% | +68.7% |
| All | +63.6% | +33.0% | +30.5% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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