+76.6%
AEP vs CHWY
-11.7%
+88.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | -0.9% | -13.6% | +12.7% | -1.0% |
| 30D | -1.1% | -8.5% | +7.5% | -1.1% |
| 3M | -3.3% | +8.9% | -12.2% | -3.3% |
| 6M | -4.6% | -20.5% | +15.8% | -4.6% |
| YTD | +9.4% | -38.2% | +47.6% | +9.6% |
| 1Y | +16.9% | -43.3% | +60.2% | +17.2% |
| 3Y | +76.6% | -8.5% | +85.2% | +66.7% |
| All | +76.6% | -11.7% | +88.3% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 3y: compounded portfolio wealth divided by compounded CHWY 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…
3y analysis · Full analysis span regression · 6 months rolling