+778.7%
CLS vs AEP
+81.1%
+697.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | -13.9% | -1.6% | -12.3% | -14.7% |
| 30D | -38.2% | +4.1% | -42.3% | -36.9% |
| 3M | -28.8% | +4.1% | -32.9% | -27.5% |
| 6M | -40.4% | -1.0% | -39.3% | -40.6% |
| YTD | -24.3% | +13.4% | -37.7% | -17.8% |
| 1Y | -35.0% | +6.7% | -41.7% | -32.4% |
| 3Y | +778.7% | +81.3% | +697.4% | +1,136.7% |
| All | +778.7% | +81.1% | +697.6% | +1,136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling