+170.5%
AEP vs CPAY
+155.2%
+15.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -0.9% | -2.0% | +1.0% | -0.7% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -3.3% | +16.4% | -19.6% | -5.4% |
| 6M | -4.6% | +23.5% | -28.2% | -7.7% |
| YTD | +9.4% | +35.7% | -26.2% | +3.9% |
| 1Y | +16.9% | +30.2% | -13.2% | +11.5% |
| 3Y | +76.6% | +49.7% | +26.9% | +61.1% |
| 5Y | +66.2% | +56.6% | +9.6% | +47.7% |
| All | +170.5% | +155.2% | +15.3% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling