+177.7%
AEP vs CDW
+262.5%
-84.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +0.9% | -4.2% | +5.1% | +1.5% |
| 30D | +1.5% | +4.9% | -3.4% | +0.6% |
| 3M | -1.7% | +7.3% | -9.0% | -3.2% |
| 6M | -4.0% | +19.2% | -23.2% | -7.9% |
| YTD | +10.6% | +6.2% | +4.4% | +8.0% |
| 1Y | +18.6% | -14.0% | +32.6% | +19.9% |
| 3Y | +78.7% | -30.0% | +108.7% | +84.3% |
| 5Y | +65.1% | -23.6% | +88.7% | +64.0% |
| 10Y | +177.7% | +269.4% | -91.6% | +118.2% |
| All | +177.7% | +262.5% | -84.8% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling