+2,320.5%
AEP vs CCEP
+7,667.7%
-5,347.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.7% | +1.8% | -1.0% | +0.4% |
| 30D | +4.8% | +12.2% | -7.4% | +2.6% |
| 3M | +5.4% | +10.7% | -5.3% | +3.3% |
| 6M | +0.4% | +27.5% | -27.1% | -4.2% |
| YTD | +15.5% | +31.3% | -15.8% | +9.5% |
| 1Y | +8.5% | +29.9% | -21.4% | +3.0% |
| 3Y | +84.6% | +111.1% | -26.5% | +59.8% |
| 5Y | +86.9% | +142.3% | -55.4% | +56.5% |
| 10Y | +205.1% | +335.5% | -130.3% | +125.3% |
| All | +2,320.5% | +7,667.7% | -5,347.2% | +978.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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