+1,128.5%
AEP vs CRL
+1,633.2%
-504.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | +3.2% | +11.9% | -8.7% | +1.5% |
| 3M | +3.8% | +20.2% | -16.3% | +1.0% |
| 6M | +2.5% | +107.5% | -105.0% | -7.4% |
| YTD | +15.5% | +69.4% | -54.0% | +6.3% |
| 1Y | +9.6% | +99.7% | -90.1% | -1.4% |
| 3Y | +91.2% | +98.8% | -7.6% | +66.2% |
| 5Y | +88.2% | -12.4% | +100.6% | +81.6% |
| 10Y | +205.1% | +352.9% | -147.8% | +120.1% |
| All | +1,128.5% | +1,633.2% | -504.7% | +609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling