+169.3%
AEP vs CB
+214.7%
-45.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.2% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | +0.5% | -3.9% | +4.4% | +1.9% |
| 3M | -0.3% | +4.9% | -5.2% | -2.2% |
| 6M | -3.5% | +3.3% | -6.7% | -4.8% |
| YTD | +11.3% | +8.5% | +2.8% | +7.7% |
| 1Y | +20.2% | +22.1% | -1.8% | +11.6% |
| 3Y | +79.8% | +70.1% | +9.6% | +47.9% |
| 5Y | +65.6% | +97.4% | -31.8% | +27.8% |
| 10Y | +169.3% | +216.8% | -47.5% | +68.5% |
| All | +169.3% | +214.7% | -45.4% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling