+79.5%
AEP vs CORZ
+237.5%
-158.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.8% |
| 7D | +2.0% | +16.6% | -14.6% | +2.3% |
| 30D | +0.5% | -10.9% | +11.4% | +0.3% |
| 3M | -0.3% | -31.0% | +30.7% | -0.9% |
| 6M | -3.5% | +26.0% | -29.5% | -2.9% |
| YTD | +11.3% | +28.6% | -17.4% | +12.0% |
| 1Y | +20.2% | +34.5% | -14.2% | +21.3% |
| All | +79.5% | +237.5% | -158.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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