+1,348.4%
CRWD vs AEP
+81.7%
+1,266.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.4% |
| 7D | -2.3% | +2.0% | -4.3% | -2.3% |
| 30D | -2.1% | +0.5% | -2.6% | -2.0% |
| 3M | +27.5% | -0.3% | +27.8% | +27.5% |
| 6M | +95.8% | -3.5% | +99.3% | +95.7% |
| YTD | +79.2% | +11.3% | +67.9% | +78.6% |
| 1Y | +96.3% | +20.2% | +76.0% | +95.1% |
| 3Y | +399.8% | +79.8% | +320.0% | +375.8% |
| 5Y | +216.7% | +65.6% | +151.2% | +206.1% |
| All | +1,348.4% | +81.7% | +1,266.7% | +1,350.6% |
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