+67.2%
AEP vs CRH
+93.9%
-26.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.9% | -6.1% | +5.1% | -0.4% |
| 30D | -1.1% | -9.3% | +8.2% | -0.2% |
| 3M | -3.3% | -15.2% | +11.9% | -1.9% |
| 6M | -4.6% | -14.2% | +9.6% | -3.4% |
| YTD | +9.4% | -28.3% | +37.7% | +12.4% |
| 1Y | +16.9% | -21.8% | +38.7% | +19.0% |
| 3Y | +76.6% | +71.6% | +5.0% | +56.8% |
| All | +67.2% | +93.9% | -26.7% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling