+529.9%
AEP vs CPAY
+1,524.4%
-994.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.9% | -2.5% | +3.4% | +1.2% |
| 30D | +1.5% | +1.3% | +0.2% | +1.3% |
| 3M | -1.7% | +13.5% | -15.2% | -3.3% |
| 6M | -4.0% | +24.7% | -28.8% | -7.0% |
| YTD | +10.6% | +34.9% | -24.3% | +5.6% |
| 1Y | +18.6% | +29.7% | -11.1% | +13.6% |
| 3Y | +78.7% | +49.4% | +29.3% | +65.0% |
| 5Y | +65.1% | +53.5% | +11.6% | +49.6% |
| 10Y | +177.7% | +152.5% | +25.3% | +133.2% |
| All | +529.9% | +1,524.4% | -994.5% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling