+170.5%
AEP vs CRH
+253.3%
-82.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.9% | -6.1% | +5.1% | -0.1% |
| 30D | -1.1% | -9.3% | +8.2% | +0.2% |
| 3M | -3.3% | -15.2% | +11.9% | -1.3% |
| 6M | -4.6% | -14.2% | +9.6% | -3.0% |
| YTD | +9.4% | -28.3% | +37.7% | +13.7% |
| 1Y | +16.9% | -21.8% | +38.7% | +19.9% |
| 3Y | +76.6% | +71.6% | +5.0% | +56.6% |
| 5Y | +66.2% | +96.6% | -30.4% | +41.0% |
| All | +170.5% | +253.3% | -82.8% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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