+32.2%
CVS vs AEP
+64.8%
-32.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -2.2% | -0.9% | -1.2% | -1.9% |
| 30D | -0.1% | -1.1% | +1.0% | +0.2% |
| 3M | -5.2% | -3.3% | -1.9% | -4.3% |
| 6M | +26.9% | -4.6% | +31.5% | +28.2% |
| YTD | +22.1% | +9.4% | +12.7% | +18.2% |
| 1Y | +30.8% | +16.9% | +13.9% | +23.7% |
| 3Y | +54.4% | +76.6% | -22.2% | +23.9% |
| All | +32.2% | +64.8% | -32.6% | +8.8% |
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 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