+170.8%
AEP vs CAG
-35.7%
+206.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.3% |
| 7D | -1.0% | -5.9% | +4.9% | +0.6% |
| 30D | -0.1% | -1.5% | +1.5% | +0.2% |
| 3M | -3.2% | +11.5% | -14.7% | -6.4% |
| 6M | -5.3% | -15.7% | +10.4% | -1.6% |
| YTD | +9.5% | -10.2% | +19.7% | +11.6% |
| 1Y | +17.5% | -18.1% | +35.6% | +22.4% |
| 3Y | +77.0% | -39.4% | +116.4% | +98.8% |
| 5Y | +66.4% | -42.6% | +109.0% | +89.3% |
| All | +170.8% | -35.7% | +206.5% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling