+16.9%
AEP vs COR
+9.0%
+8.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -2.8% | +1.9% | -0.5% |
| 30D | -1.1% | +2.6% | -3.6% | -1.5% |
| 3M | -3.3% | +14.5% | -17.7% | -6.0% |
| 6M | -4.6% | -7.8% | +3.2% | -4.9% |
| YTD | +9.4% | -4.2% | +13.6% | +7.9% |
| 1Y | +16.9% | +7.0% | +9.9% | +13.1% |
| All | +16.9% | +9.0% | +8.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling