+896.5%
AEP vs CHRW
+3,771.3%
-2,874.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +4.8% | -4.3% | +9.1% | +5.3% |
| 3M | +5.4% | -7.4% | +12.8% | +6.2% |
| 6M | +0.4% | -20.7% | +21.1% | +3.0% |
| YTD | +15.5% | -15.9% | +31.4% | +16.4% |
| 1Y | +8.5% | -9.9% | +18.4% | +8.1% |
| 3Y | +84.6% | +79.0% | +5.6% | +60.7% |
| 5Y | +86.9% | +61.3% | +25.6% | +63.5% |
| 10Y | +205.1% | +128.5% | +76.6% | +145.3% |
| All | +896.5% | +3,771.3% | -2,874.7% | +531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling