+32.9%
CVS vs AEP
+17.4%
+15.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.0% | -1.0% | -1.0% | -1.9% |
| 30D | +1.9% | -0.1% | +2.0% | +1.9% |
| 3M | -2.2% | -3.2% | +1.0% | -1.6% |
| 6M | +26.7% | -5.3% | +32.0% | +26.9% |
| YTD | +22.9% | +9.5% | +13.3% | +22.7% |
| 1Y | +32.9% | +17.5% | +15.4% | +32.2% |
| All | +32.9% | +17.4% | +15.5% | +32.2% |
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