+1,907.2%
CVS vs AEP
+2,223.4%
-316.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | +1.8% | +2.2% | +3.4% |
| 30D | -2.4% | -0.8% | -1.6% | -2.2% |
| 3M | +2.7% | -1.8% | +4.5% | +3.2% |
| 6M | +21.9% | -5.4% | +27.2% | +23.6% |
| YTD | +24.7% | +10.4% | +14.3% | +20.5% |
| 1Y | +35.4% | +18.2% | +17.3% | +27.9% |
| 3Y | +65.2% | +79.0% | -13.8% | +35.5% |
| 5Y | +30.5% | +64.8% | -34.3% | +9.3% |
| 10Y | +40.4% | +170.8% | -130.5% | +0.2% |
| All | +1,907.2% | +2,223.4% | -316.2% | +536.4% |
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