+28.8%
AEP vs CAI
-8.1%
+36.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | +0.5% | +9.1% | -8.6% | +0.4% |
| 3M | -0.3% | +53.8% | -54.1% | -1.0% |
| 6M | -3.5% | +33.5% | -37.0% | -4.1% |
| YTD | +11.3% | -8.0% | +19.3% | +11.3% |
| 1Y | +20.2% | -28.7% | +48.9% | +21.5% |
| All | +28.8% | -8.1% | +36.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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