+155.9%
AEP vs CLBK
+60.9%
+95.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | +3.2% | +3.4% | -0.2% | +2.7% |
| 3M | +3.8% | -4.3% | +8.1% | +4.5% |
| 6M | +2.5% | +28.4% | -25.8% | -1.7% |
| YTD | +15.5% | +59.4% | -43.9% | +6.6% |
| 1Y | +9.6% | +64.8% | -55.2% | +0.5% |
| 3Y | +91.2% | +50.6% | +40.6% | +74.1% |
| 5Y | +88.2% | +28.3% | +59.9% | +72.6% |
| All | +155.9% | +60.9% | +95.0% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling