+584.0%
AEP vs CHTR
+282.5%
+301.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.1% | +7.5% | +0.5% |
| 7D | +0.9% | -15.8% | +16.7% | +3.1% |
| 30D | +1.5% | -12.7% | +14.1% | +3.0% |
| 3M | -1.7% | -1.1% | -0.6% | -2.2% |
| 6M | -4.0% | -39.9% | +35.9% | +1.3% |
| YTD | +10.6% | -35.9% | +46.5% | +15.3% |
| 1Y | +18.6% | -49.2% | +67.8% | +27.8% |
| 3Y | +78.7% | -68.3% | +147.0% | +102.5% |
| 5Y | +65.1% | -83.0% | +148.0% | +104.6% |
| 10Y | +177.7% | -49.3% | +227.0% | +183.2% |
| All | +584.0% | +282.5% | +301.4% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling