+2,319.9%
AEP vs CAG
+578.5%
+1,741.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +2.9% | -3.3% | +6.2% | +3.7% |
| 30D | +3.2% | +7.7% | -4.5% | +1.1% |
| 3M | +3.8% | -3.2% | +7.0% | +4.2% |
| 6M | +2.5% | +7.0% | -4.5% | 0.0% |
| YTD | +15.5% | -9.0% | +24.5% | +16.8% |
| 1Y | +9.6% | -9.6% | +19.2% | +11.0% |
| 3Y | +91.2% | -36.0% | +127.1% | +109.3% |
| 5Y | +88.2% | -40.9% | +129.1% | +109.7% |
| 10Y | +205.1% | -37.3% | +242.4% | +222.9% |
| All | +2,319.9% | +578.5% | +1,741.4% | +1,332.5% |
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