+2,609.7%
CLS vs AEP
+871.9%
+1,737.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +23.5% | +2.5% | +21.1% | +22.7% |
| 30D | -28.9% | +3.4% | -32.3% | -29.7% |
| 3M | -25.2% | +4.2% | -29.4% | -26.1% |
| 6M | -32.1% | -0.8% | -31.3% | -32.2% |
| YTD | -14.1% | +15.2% | -29.3% | -18.1% |
| 1Y | -24.1% | +8.3% | -32.4% | -26.3% |
| 3Y | +897.0% | +84.2% | +812.8% | +685.6% |
| 5Y | +2,089.9% | +87.8% | +2,002.1% | +1,592.4% |
| 10Y | +2,022.2% | +204.4% | +1,817.8% | +1,265.2% |
| All | +2,609.7% | +871.9% | +1,737.8% | +810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling