+2,214.6%
AEP vs CCEP
+6,869.6%
-4,655.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.4% |
| 7D | +1.8% | -3.1% | +4.9% | +2.4% |
| 30D | -0.8% | -2.6% | +1.8% | -0.4% |
| 3M | -1.8% | +14.9% | -16.8% | -4.5% |
| 6M | -5.4% | +2.3% | -7.6% | -6.0% |
| YTD | +10.4% | +17.8% | -7.4% | +6.9% |
| 1Y | +18.2% | +24.2% | -6.1% | +13.1% |
| 3Y | +79.0% | +84.7% | -5.8% | +58.9% |
| 5Y | +64.8% | +103.2% | -38.4% | +42.5% |
| 10Y | +170.8% | +257.4% | -86.5% | +107.1% |
| All | +2,214.6% | +6,869.6% | -4,655.0% | +952.5% |
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