+86.9%
AEP vs COR
+197.2%
-110.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +4.8% | +7.6% | -2.8% | +2.7% |
| 3M | +5.4% | +5.0% | +0.4% | +3.7% |
| 6M | +0.4% | +35.3% | -34.9% | -8.2% |
| YTD | +15.5% | +4.2% | +11.3% | +12.5% |
| 1Y | +8.5% | -3.4% | +12.0% | +8.3% |
| 3Y | +84.6% | +81.1% | +3.5% | +46.3% |
| 5Y | +86.9% | +195.8% | -108.9% | +19.4% |
| All | +86.9% | +197.2% | -110.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling