+1,533.6%
AEP vs CB
+6,559.4%
-5,025.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | -0.8% | -3.1% | +2.3% | -0.1% |
| 3M | -1.8% | +9.0% | -10.8% | -3.9% |
| 6M | -5.4% | +2.9% | -8.2% | -6.1% |
| YTD | +10.4% | +10.1% | +0.3% | +7.7% |
| 1Y | +18.2% | +22.8% | -4.6% | +12.3% |
| 3Y | +79.0% | +73.8% | +5.2% | +56.4% |
| 5Y | +64.8% | +99.2% | -34.3% | +38.8% |
| 10Y | +170.8% | +218.2% | -47.4% | +100.6% |
| All | +1,533.6% | +6,559.4% | -5,025.8% | +693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling