+1,491.1%
AEP vs COR
+17,545.2%
-16,054.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +1.8% | +2.8% | -1.0% | +1.3% |
| 30D | -0.8% | +4.5% | -5.3% | -1.6% |
| 3M | -1.8% | +22.7% | -24.5% | -5.3% |
| 6M | -5.4% | -9.7% | +4.4% | -4.2% |
| YTD | +10.4% | -1.4% | +11.9% | +10.0% |
| 1Y | +18.2% | +13.9% | +4.2% | +14.7% |
| 3Y | +79.0% | +94.0% | -15.0% | +58.2% |
| 5Y | +64.8% | +184.0% | -119.2% | +36.5% |
| 10Y | +170.8% | +406.8% | -235.9% | +99.3% |
| All | +1,491.1% | +17,545.2% | -16,054.2% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling