+177.7%
AEP vs CPRT
+410.9%
-233.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.3% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | +1.5% | +8.2% | -6.8% | 0.0% |
| 3M | -1.7% | +2.3% | -4.0% | -2.4% |
| 6M | -4.0% | -14.7% | +10.7% | -1.8% |
| YTD | +10.6% | -18.2% | +28.8% | +13.7% |
| 1Y | +18.6% | -33.4% | +52.0% | +26.5% |
| 3Y | +78.7% | -28.3% | +107.0% | +84.6% |
| 5Y | +65.1% | -9.8% | +74.9% | +59.1% |
| 10Y | +177.7% | +412.4% | -234.6% | +107.4% |
| All | +177.7% | +410.9% | -233.2% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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