+1,767.1%
CVS vs AEP
+2,329.1%
-562.0%
-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% | -0.7% | -0.6% |
| 7D | +6.6% | +2.9% | +3.7% | +5.7% |
| 30D | -0.4% | +3.2% | -3.6% | -1.4% |
| 3M | -5.3% | +3.8% | -9.1% | -6.4% |
| 6M | -7.7% | +2.5% | -10.2% | -8.5% |
| YTD | +16.0% | +15.5% | +0.6% | +10.5% |
| 1Y | +16.2% | +9.6% | +6.6% | +12.5% |
| 3Y | +47.6% | +91.2% | -43.6% | +18.8% |
| 5Y | +12.3% | +88.2% | -75.9% | -9.6% |
| 10Y | +62.4% | +205.1% | -142.7% | +12.1% |
| All | +1,767.1% | +2,329.1% | -562.0% | +483.8% |
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 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