+24.6%
AEP vs CHYM
-24.0%
+48.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | -1.2% |
| 7D | -1.0% | -2.9% | +1.9% | -1.1% |
| 30D | -0.1% | +3.0% | -3.1% | +0.1% |
| 3M | -3.2% | +98.7% | -101.9% | -0.7% |
| 6M | -5.3% | +46.4% | -51.7% | -3.6% |
| YTD | +9.5% | +29.8% | -20.3% | +11.6% |
| 1Y | +17.5% | +40.5% | -23.0% | +19.4% |
| All | +24.6% | -24.0% | +48.6% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling