+363.4%
AEP vs CDW
+983.6%
-620.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.4% | +0.8% |
| 7D | -1.5% | +9.3% | -10.8% | -2.9% |
| 30D | +4.5% | +15.8% | -11.3% | +2.2% |
| 3M | +2.8% | +21.8% | -18.9% | -0.5% |
| 6M | -0.7% | +58.8% | -59.4% | -8.2% |
| YTD | +13.8% | +22.8% | -8.9% | +8.6% |
| 1Y | +9.0% | +17.9% | -8.9% | +4.6% |
| 3Y | +83.0% | -17.4% | +100.4% | +83.1% |
| 5Y | +83.3% | -5.7% | +89.0% | +76.1% |
| 10Y | +194.6% | +319.5% | -124.9% | +124.8% |
| All | +363.4% | +983.6% | -620.3% | +251.8% |
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