+2,231.7%
AEP vs CRS
+9,808.6%
-7,576.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.2% |
| 7D | +2.0% | -3.1% | +5.1% | +2.4% |
| 30D | +0.5% | -19.6% | +20.1% | +3.1% |
| 3M | -0.3% | -8.1% | +7.8% | +0.4% |
| 6M | -3.5% | +18.6% | -22.0% | -6.1% |
| YTD | +11.3% | +45.9% | -34.6% | +5.3% |
| 1Y | +20.2% | +82.5% | -62.2% | +10.1% |
| 3Y | +79.8% | +648.9% | -569.1% | +34.0% |
| 5Y | +65.6% | +1,438.1% | -1,372.6% | +9.6% |
| 10Y | +169.3% | +1,327.0% | -1,157.7% | +63.5% |
| All | +2,231.7% | +9,808.6% | -7,576.9% | +831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling