+852.9%
AEP vs CHRW
+4,173.0%
-3,320.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.8% | -1.4% | +3.2% | +2.0% |
| 30D | -0.8% | -3.5% | +2.7% | -0.3% |
| 3M | -1.8% | -19.4% | +17.6% | +0.9% |
| 6M | -5.4% | -21.4% | +16.0% | -2.6% |
| YTD | +10.4% | -7.1% | +17.6% | +10.1% |
| 1Y | +18.2% | +17.8% | +0.3% | +12.7% |
| 3Y | +79.0% | +78.8% | +0.2% | +56.6% |
| 5Y | +64.8% | +83.5% | -18.7% | +41.8% |
| 10Y | +170.8% | +160.2% | +10.6% | +114.1% |
| All | +852.9% | +4,173.0% | -3,320.0% | +497.1% |
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