-26.8%
CLS vs AEP
+8.4%
-35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.3% |
| 7D | +2.8% | +0.7% | +2.0% | +2.6% |
| 30D | -30.1% | +4.8% | -34.9% | -30.6% |
| 3M | -21.7% | +5.4% | -27.1% | -22.4% |
| 6M | -36.2% | +0.4% | -36.6% | -37.1% |
| YTD | -17.8% | +15.5% | -33.3% | -27.2% |
| 1Y | -26.8% | +8.5% | -35.3% | -25.9% |
| All | -26.8% | +8.4% | -35.2% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling