+361.6%
AEP vs CDW
+1,014.9%
-653.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -1.6% | +13.1% | -14.6% | -3.3% |
| 30D | +4.1% | +19.1% | -15.0% | +1.4% |
| 3M | +4.1% | +24.7% | -20.7% | +0.4% |
| 6M | -1.0% | +63.4% | -64.4% | -8.9% |
| YTD | +13.4% | +26.3% | -12.9% | +7.8% |
| 1Y | +6.7% | +20.6% | -13.9% | +2.1% |
| 3Y | +81.3% | -16.3% | +97.6% | +81.2% |
| 5Y | +80.1% | -3.9% | +84.0% | +72.7% |
| 10Y | +200.9% | +331.5% | -130.6% | +128.7% |
| All | +361.6% | +1,014.9% | -653.3% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling