+200.9%
AEP vs CB
+246.9%
-46.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +4.1% | +8.2% | -4.1% | +1.3% |
| 3M | +4.1% | +6.3% | -2.2% | +1.8% |
| 6M | -1.0% | +16.2% | -17.2% | -6.3% |
| YTD | +13.4% | +19.3% | -5.9% | +6.2% |
| 1Y | +6.7% | +29.2% | -22.5% | -2.8% |
| 3Y | +81.3% | +71.4% | +9.8% | +48.9% |
| 5Y | +80.1% | +104.2% | -24.1% | +37.6% |
| 10Y | +200.9% | +246.7% | -45.8% | +86.0% |
| All | +200.9% | +246.9% | -46.0% | +86.0% |
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