+80.6%
CRWD vs AEP
+10.7%
+69.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.8% |
| 7D | -9.6% | +0.8% | -10.4% | -9.1% |
| 30D | -11.6% | +7.9% | -19.6% | -7.3% |
| 3M | +14.1% | +1.5% | +12.6% | +16.0% |
| 6M | +105.4% | -2.6% | +108.0% | +106.4% |
| YTD | +105.6% | +14.7% | +91.0% | +113.7% |
| 1Y | +80.6% | +10.8% | +69.8% | +90.0% |
| All | +80.6% | +10.7% | +69.8% | +90.0% |
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 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