+3,032.4%
CLS vs AEP
+177.9%
+2,854.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +20.1% | +0.9% | +19.2% | +19.9% |
| 30D | +6.0% | +1.5% | +4.6% | +5.8% |
| 3M | -10.3% | -1.7% | -8.6% | -10.2% |
| 6M | +24.5% | -4.0% | +28.5% | +25.0% |
| YTD | +12.9% | +10.6% | +2.3% | +10.5% |
| 1Y | +36.7% | +18.6% | +18.1% | +32.3% |
| 3Y | +1,328.1% | +78.7% | +1,249.4% | +1,092.0% |
| 5Y | +3,682.3% | +65.1% | +3,617.2% | +3,112.7% |
| All | +3,032.4% | +177.9% | +2,854.5% | +2,514.7% |
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