+170.8%
AEP vs CHRW
+182.4%
-11.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -1.0% | +4.4% | -5.3% | -1.5% |
| 30D | -0.1% | +5.5% | -5.6% | -0.7% |
| 3M | -3.2% | -17.3% | +14.0% | -1.5% |
| 6M | -5.3% | -12.7% | +7.4% | -4.4% |
| YTD | +9.5% | -4.1% | +13.7% | +8.5% |
| 1Y | +17.5% | +21.2% | -3.7% | +12.1% |
| 3Y | +77.0% | +88.9% | -11.9% | +54.9% |
| 5Y | +66.4% | +93.1% | -26.7% | +43.2% |
| All | +170.8% | +182.4% | -11.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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