+10.8%
AEP vs CHTR
-46.1%
+56.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.6% |
| 7D | +0.8% | +14.1% | -13.3% | +0.6% |
| 30D | +7.9% | +11.6% | -3.6% | +7.7% |
| 3M | +1.5% | -21.4% | +22.9% | +1.6% |
| 6M | -2.6% | -27.3% | +24.7% | -2.5% |
| YTD | +14.7% | -42.4% | +57.0% | +15.3% |
| 1Y | +10.8% | -45.6% | +56.3% | +11.5% |
| All | +10.8% | -46.1% | +56.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling