+65.1%
AEP vs CLBK
+41.8%
+23.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.9% | -1.5% | +2.3% | +1.0% |
| 30D | +1.5% | +6.7% | -5.2% | +0.9% |
| 3M | -1.7% | +21.2% | -22.8% | -3.3% |
| 6M | -4.0% | +42.0% | -46.0% | -6.9% |
| YTD | +10.6% | +63.3% | -52.7% | +6.0% |
| 1Y | +18.6% | +65.4% | -46.8% | +13.4% |
| 3Y | +78.7% | +52.5% | +26.2% | +70.1% |
| 5Y | +65.1% | +42.0% | +23.1% | +58.4% |
| All | +65.1% | +41.8% | +23.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling