+205.1%
AEP vs CRL
+358.0%
-152.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.7% | +5.0% | -4.3% | +0.3% |
| 30D | +4.8% | +13.5% | -8.7% | +3.4% |
| 3M | +5.4% | +21.5% | -16.2% | +3.2% |
| 6M | +0.4% | +103.4% | -103.1% | -6.7% |
| YTD | +15.5% | +71.8% | -56.3% | +8.7% |
| 1Y | +8.5% | +97.5% | -89.0% | +0.5% |
| 3Y | +84.6% | +99.2% | -14.6% | +65.5% |
| 5Y | +86.9% | -12.1% | +99.0% | +87.6% |
| 10Y | +205.1% | +359.2% | -154.0% | +138.9% |
| All | +205.1% | +358.0% | -152.9% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling