+882.3%
AEP vs CHRW
+3,633.2%
-2,751.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.0% |
| 7D | -1.5% | +0.2% | -1.8% | -1.6% |
| 30D | +4.5% | -9.4% | +13.9% | +5.9% |
| 3M | +2.8% | -13.3% | +16.1% | +4.7% |
| 6M | -0.7% | -24.2% | +23.5% | +2.6% |
| YTD | +13.8% | -18.9% | +32.7% | +15.4% |
| 1Y | +9.0% | -12.4% | +21.3% | +9.0% |
| 3Y | +83.0% | +72.2% | +10.8% | +60.2% |
| 5Y | +83.3% | +53.4% | +29.9% | +61.7% |
| 10Y | +194.6% | +127.0% | +67.6% | +137.0% |
| All | +882.3% | +3,633.2% | -2,751.0% | +526.0% |
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