+3,542.1%
CLS vs AEP
+68.7%
+3,473.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.7% |
| 7D | +12.8% | +2.0% | +10.8% | +13.0% |
| 30D | +3.8% | +0.5% | +3.3% | +3.8% |
| 3M | -14.6% | -0.3% | -14.3% | -14.8% |
| 6M | +32.2% | -3.5% | +35.7% | +31.6% |
| YTD | +11.6% | +11.3% | +0.4% | +13.1% |
| 1Y | +35.1% | +20.2% | +14.8% | +38.8% |
| 3Y | +1,312.5% | +79.8% | +1,232.8% | +1,274.0% |
| 5Y | +3,542.1% | +65.6% | +3,476.5% | +3,513.0% |
| All | +3,542.1% | +68.7% | +3,473.4% | +3,513.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling