+170.5%
AEP vs CHTR
-44.7%
+215.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.6% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | -1.1% | -3.0% | +1.9% | -1.0% |
| 3M | -3.3% | +4.8% | -8.0% | -4.5% |
| 6M | -4.6% | -35.0% | +30.4% | -0.5% |
| YTD | +9.4% | -30.2% | +39.6% | +12.6% |
| 1Y | +16.9% | -44.8% | +61.7% | +24.5% |
| 3Y | +76.6% | -66.6% | +143.2% | +99.4% |
| 5Y | +66.2% | -81.5% | +147.7% | +107.1% |
| All | +170.5% | -44.7% | +215.2% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling