+170.5%
AEP vs CRS
+1,392.1%
-1,221.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.9% | -6.8% | +5.8% | -0.5% |
| 30D | -1.1% | -16.1% | +15.1% | +0.1% |
| 3M | -3.3% | -21.2% | +17.9% | -1.8% |
| 6M | -4.6% | +8.7% | -13.3% | -5.7% |
| YTD | +9.4% | +41.0% | -31.6% | +6.1% |
| 1Y | +16.9% | +82.7% | -65.7% | +10.9% |
| 3Y | +76.6% | +604.8% | -528.1% | +46.9% |
| 5Y | +66.2% | +1,384.7% | -1,318.5% | +27.8% |
| All | +170.5% | +1,392.1% | -1,221.6% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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