+1,929.4%
CLS vs AEP
+206.3%
+1,723.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.3% |
| 7D | +2.8% | +0.7% | +2.0% | +2.7% |
| 30D | -30.1% | +4.8% | -34.9% | -30.7% |
| 3M | -21.7% | +5.4% | -27.1% | -22.4% |
| 6M | -36.2% | +0.4% | -36.6% | -36.5% |
| YTD | -17.8% | +15.5% | -33.3% | -20.1% |
| 1Y | -26.8% | +8.5% | -35.3% | -28.0% |
| 3Y | +853.4% | +84.6% | +768.8% | +691.8% |
| 5Y | +2,005.0% | +86.9% | +1,918.1% | +1,614.2% |
| 10Y | +1,929.4% | +205.1% | +1,724.3% | +1,522.8% |
| All | +1,929.4% | +206.3% | +1,723.1% | +1,522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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