+80.1%
AEP vs CHRW
+53.7%
+26.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | -3.4% | +1.8% | -1.3% |
| 30D | +4.1% | -9.4% | +13.5% | +4.8% |
| 3M | +4.1% | -12.6% | +16.7% | +4.9% |
| 6M | -1.0% | -24.2% | +23.1% | +0.5% |
| YTD | +13.4% | -18.9% | +32.3% | +13.5% |
| 1Y | +6.7% | -13.7% | +20.4% | +6.1% |
| 3Y | +81.3% | +72.6% | +8.7% | +61.0% |
| 5Y | +80.1% | +55.6% | +24.5% | +57.8% |
| All | +80.1% | +53.7% | +26.4% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling