+67.2%
AEP vs CPAY
+55.3%
+11.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -0.9% | -2.0% | +1.0% | -0.8% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -3.3% | +16.4% | -19.6% | -4.7% |
| 6M | -4.6% | +23.5% | -28.2% | -6.8% |
| YTD | +9.4% | +35.7% | -26.2% | +5.3% |
| 1Y | +16.9% | +30.2% | -13.2% | +13.1% |
| 3Y | +76.6% | +49.7% | +26.9% | +62.2% |
| All | +67.2% | +55.3% | +11.9% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling