+24.4%
AEP vs CHYM
-23.3%
+47.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.9% | -2.3% | +1.3% | -1.0% |
| 30D | -1.1% | +4.4% | -5.5% | -0.8% |
| 3M | -3.3% | +91.3% | -94.6% | -0.9% |
| 6M | -4.6% | +44.0% | -48.6% | -3.0% |
| YTD | +9.4% | +31.1% | -21.7% | +11.5% |
| 1Y | +16.9% | +37.8% | -20.9% | +18.9% |
| All | +24.4% | -23.3% | +47.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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