+2,314.9%
AEP vs CAG
+570.2%
+1,744.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +2.5% | -6.2% | +8.7% | +4.1% |
| 30D | +3.4% | +7.4% | -4.1% | +1.3% |
| 3M | +4.2% | -1.6% | +5.8% | +4.2% |
| 6M | -0.8% | +6.3% | -7.1% | -3.1% |
| YTD | +15.2% | -10.1% | +25.3% | +16.9% |
| 1Y | +8.3% | -10.2% | +18.6% | +9.9% |
| 3Y | +84.2% | -37.3% | +121.5% | +102.8% |
| 5Y | +87.8% | -41.6% | +129.4% | +109.9% |
| 10Y | +204.4% | -38.1% | +242.5% | +223.2% |
| All | +2,314.9% | +570.2% | +1,744.7% | +1,333.9% |
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