+91.2%
AEP vs CRL
+100.7%
-9.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +0.7% | +5.0% | -4.3% | +0.7% |
| 30D | +4.8% | +13.5% | -8.7% | +4.8% |
| 3M | +5.4% | +21.5% | -16.2% | +5.3% |
| 6M | +0.4% | +103.4% | -103.1% | +0.3% |
| YTD | +15.5% | +71.8% | -56.3% | +15.4% |
| 1Y | +8.5% | +97.5% | -89.0% | +8.3% |
| All | +91.2% | +100.7% | -9.5% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling