+384.9%
CRWD vs AEP
+76.9%
+308.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.1% |
| 7D | -2.8% | -1.0% | -1.8% | -3.2% |
| 30D | -5.9% | -0.1% | -5.8% | -5.8% |
| 3M | +29.0% | -3.2% | +32.2% | +27.7% |
| 6M | +91.5% | -5.3% | +96.8% | +88.7% |
| YTD | +78.2% | +9.5% | +68.7% | +84.8% |
| 1Y | +96.6% | +17.5% | +79.1% | +109.6% |
| All | +384.9% | +76.9% | +308.0% | +456.9% |
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 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