+40.0%
CVS vs AEP
+174.9%
-134.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -2.2% | -0.9% | -1.2% | -1.8% |
| 30D | -0.1% | -1.1% | +1.0% | +0.3% |
| 3M | -5.2% | -3.3% | -1.9% | -4.2% |
| 6M | +26.9% | -4.6% | +31.5% | +28.5% |
| YTD | +22.1% | +9.4% | +12.7% | +17.5% |
| 1Y | +30.8% | +16.9% | +13.9% | +22.6% |
| 3Y | +54.4% | +76.6% | -22.2% | +21.4% |
| 5Y | +33.4% | +66.2% | -32.8% | +6.8% |
| All | +40.0% | +174.9% | -134.8% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling