+47.6%
CVS vs AEP
+85.5%
-38.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +6.6% | +2.9% | +3.7% | +6.1% |
| 30D | -0.4% | +3.2% | -3.6% | -0.9% |
| 3M | -5.3% | +3.8% | -9.1% | -5.9% |
| 6M | -7.7% | +2.5% | -10.2% | -8.1% |
| YTD | +16.0% | +15.5% | +0.6% | +13.3% |
| 1Y | +16.2% | +9.6% | +6.6% | +14.4% |
| 3Y | +47.6% | +91.2% | -43.6% | +34.7% |
| All | +47.6% | +85.5% | -38.0% | +34.7% |
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 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