+2,231.7%
AEP vs CHD
+10,010.3%
-7,778.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.2% |
| 7D | +2.0% | -2.9% | +4.9% | +2.6% |
| 30D | +0.5% | -6.2% | +6.7% | +1.9% |
| 3M | -0.3% | +1.6% | -1.9% | -0.8% |
| 6M | -3.5% | -3.5% | +0.1% | -2.9% |
| YTD | +11.3% | +16.2% | -5.0% | +7.3% |
| 1Y | +20.2% | +3.4% | +16.8% | +18.7% |
| 3Y | +79.8% | +4.6% | +75.2% | +76.2% |
| 5Y | +65.6% | +21.1% | +44.4% | +56.6% |
| 10Y | +169.3% | +126.5% | +42.8% | +124.2% |
| All | +2,231.7% | +10,010.3% | -7,778.6% | +1,127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling