+75.4%
AEP vs CHWY
-43.2%
+118.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | -0.9% | -13.6% | +12.7% | -0.5% |
| 30D | -1.1% | -8.5% | +7.5% | -0.8% |
| 3M | -3.3% | +8.9% | -12.2% | -3.6% |
| 6M | -4.6% | -20.5% | +15.8% | -4.2% |
| YTD | +9.4% | -38.2% | +47.6% | +10.8% |
| 1Y | +16.9% | -43.3% | +60.2% | +18.7% |
| 3Y | +76.6% | -8.5% | +85.2% | +74.1% |
| 5Y | +66.2% | -72.7% | +138.9% | +69.0% |
| All | +75.4% | -43.2% | +118.6% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling