+170.5%
AEP vs CHD
+126.1%
+44.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | -4.5% | +3.5% | +0.7% |
| 30D | -1.1% | -6.7% | +5.7% | +1.4% |
| 3M | -3.3% | -2.7% | -0.6% | -2.5% |
| 6M | -4.6% | -4.9% | +0.3% | -3.3% |
| YTD | +9.4% | +13.3% | -3.9% | +3.5% |
| 1Y | +16.9% | +1.0% | +15.9% | +15.3% |
| 3Y | +76.6% | +1.3% | +75.3% | +72.0% |
| 5Y | +66.2% | +20.8% | +45.4% | +47.8% |
| All | +170.5% | +126.1% | +44.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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