+10.8%
AEP vs CRL
+85.3%
-74.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.7% |
| 7D | +0.8% | -12.8% | +13.6% | +0.4% |
| 30D | +7.9% | +5.0% | +2.9% | +8.1% |
| 3M | +1.5% | +39.4% | -37.9% | +2.6% |
| 6M | -2.6% | +89.4% | -91.9% | -0.3% |
| YTD | +14.7% | +63.6% | -48.9% | +16.2% |
| 1Y | +10.8% | +83.5% | -72.7% | +13.1% |
| All | +10.8% | +85.3% | -74.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling