+225.5%
CRWD vs AEP
+64.8%
+160.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.0% | -0.9% | -2.0% | -3.1% |
| 30D | -6.8% | -1.1% | -5.7% | -6.9% |
| 3M | +19.6% | -3.3% | +22.9% | +19.2% |
| 6M | +87.1% | -4.6% | +91.7% | +86.3% |
| YTD | +76.4% | +9.4% | +67.0% | +77.3% |
| 1Y | +90.8% | +16.9% | +73.9% | +92.6% |
| 3Y | +380.0% | +76.6% | +303.3% | +366.1% |
| All | +225.5% | +64.8% | +160.7% | +229.7% |
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 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