+18.2%
AEP vs CRL
+78.8%
-60.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | +1.8% | -1.0% | +2.8% | +1.7% |
| 30D | -0.8% | +10.7% | -11.5% | -0.4% |
| 3M | -1.8% | +55.3% | -57.1% | 0.0% |
| 6M | -5.4% | +60.7% | -66.0% | -3.5% |
| YTD | +10.4% | +44.6% | -34.2% | +12.0% |
| 1Y | +18.2% | +77.7% | -59.6% | +19.8% |
| All | +18.2% | +78.8% | -60.7% | +19.8% |
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