+91.2%
AEP vs COR
+81.1%
+10.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | +4.8% | +7.6% | -2.8% | +3.3% |
| 3M | +5.4% | +5.0% | +0.4% | +4.2% |
| 6M | +0.4% | +35.3% | -34.9% | -5.9% |
| YTD | +15.5% | +4.2% | +11.3% | +13.0% |
| 1Y | +8.5% | -3.4% | +12.0% | +8.0% |
| All | +91.2% | +81.1% | +10.1% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling