+2,214.6%
AEP vs CAG
+604.9%
+1,609.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.8% | -3.8% | +5.6% | +2.8% |
| 30D | -0.8% | +3.1% | -3.9% | -1.7% |
| 3M | -1.8% | +23.5% | -25.3% | -7.3% |
| 6M | -5.4% | -14.8% | +9.5% | -2.1% |
| YTD | +10.4% | -5.4% | +15.9% | +11.0% |
| 1Y | +18.2% | -11.8% | +30.0% | +20.5% |
| 3Y | +79.0% | -36.7% | +115.6% | +97.2% |
| 5Y | +64.8% | -40.3% | +105.1% | +83.7% |
| 10Y | +170.8% | -37.0% | +207.8% | +186.7% |
| All | +2,214.6% | +604.9% | +1,609.8% | +1,261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling