+144.7%
AEP vs CLBK
+67.9%
+76.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | -0.8% | +9.1% | -9.9% | -2.2% |
| 3M | -1.8% | +27.7% | -29.5% | -5.7% |
| 6M | -5.4% | +40.8% | -46.2% | -10.6% |
| YTD | +10.4% | +66.4% | -55.9% | +1.3% |
| 1Y | +18.2% | +72.4% | -54.2% | +7.4% |
| 3Y | +79.0% | +50.7% | +28.3% | +63.4% |
| 5Y | +64.8% | +42.9% | +21.9% | +47.1% |
| All | +144.7% | +67.9% | +76.8% | +98.0% |
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