+352.9%
AEP vs CDW
+851.1%
-498.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +1.5% |
| 7D | +2.0% | -3.9% | +5.9% | +2.5% |
| 30D | +0.5% | +6.9% | -6.4% | -0.6% |
| 3M | -0.3% | +7.7% | -8.0% | -1.8% |
| 6M | -3.5% | +18.3% | -21.8% | -7.0% |
| YTD | +11.3% | +7.8% | +3.5% | +8.5% |
| 1Y | +20.2% | -12.2% | +32.4% | +21.0% |
| 3Y | +79.8% | -28.9% | +108.7% | +84.5% |
| 5Y | +65.6% | -22.8% | +88.3% | +64.6% |
| 10Y | +169.3% | +266.1% | -96.8% | +110.1% |
| All | +352.9% | +851.1% | -498.2% | +251.4% |
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