+65.1%
AEP vs CAG
-41.8%
+106.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.9% | -6.6% | +7.5% | +2.9% |
| 30D | +1.5% | +2.3% | -0.8% | +0.6% |
| 3M | -1.7% | +16.3% | -18.0% | -6.7% |
| 6M | -4.0% | -16.0% | +12.0% | +0.8% |
| YTD | +10.6% | -7.7% | +18.3% | +12.1% |
| 1Y | +18.6% | -16.0% | +34.7% | +23.9% |
| 3Y | +78.7% | -37.7% | +116.4% | +105.7% |
| 5Y | +65.1% | -41.2% | +106.3% | +92.2% |
| All | +65.1% | -41.8% | +106.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling