+83.3%
AEP vs CPRT
-14.6%
+97.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.3% |
| 7D | -1.5% | +1.6% | -3.2% | -1.7% |
| 30D | +4.5% | +18.8% | -14.3% | +2.8% |
| 3M | +2.8% | +9.4% | -6.6% | +1.8% |
| 6M | -0.7% | -4.4% | +3.7% | -0.5% |
| YTD | +13.8% | -17.1% | +31.0% | +15.5% |
| 1Y | +9.0% | -19.9% | +28.9% | +11.0% |
| 3Y | +83.0% | -30.5% | +113.5% | +86.1% |
| 5Y | +83.3% | -15.9% | +99.2% | +69.8% |
| All | +83.3% | -14.6% | +97.9% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling