+1,790.7%
AEP vs CAKE
+3,866.7%
-2,076.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | +0.9% | -4.6% | +5.5% | +1.3% |
| 30D | +1.5% | -6.6% | +8.1% | +2.1% |
| 3M | -1.7% | +52.9% | -54.6% | -6.1% |
| 6M | -4.0% | +65.7% | -69.8% | -9.2% |
| YTD | +10.6% | +107.8% | -97.2% | +2.1% |
| 1Y | +18.6% | +78.5% | -59.9% | +11.0% |
| 3Y | +78.7% | +266.4% | -187.7% | +53.1% |
| 5Y | +65.1% | +159.6% | -94.5% | +43.8% |
| 10Y | +177.7% | +156.6% | +21.1% | +126.0% |
| All | +1,790.7% | +3,866.7% | -2,076.0% | +1,105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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