+65.6%
AEP vs CHRW
+90.3%
-24.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.6% |
| 7D | +2.0% | +1.9% | +0.1% | +1.8% |
| 30D | +0.5% | +0.9% | -0.4% | +0.4% |
| 3M | -0.3% | -19.9% | +19.6% | +1.1% |
| 6M | -3.5% | -15.8% | +12.3% | -2.6% |
| YTD | +11.3% | -5.6% | +16.8% | +10.3% |
| 1Y | +20.2% | +21.0% | -0.8% | +15.6% |
| 3Y | +79.8% | +86.0% | -6.3% | +60.5% |
| 5Y | +65.6% | +88.6% | -23.1% | +45.6% |
| All | +65.6% | +90.3% | -24.7% | +45.6% |
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