+170.5%
AEP vs CCI
+23.6%
+146.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.1% |
| 7D | -0.9% | -0.3% | -0.7% | -0.8% |
| 30D | -1.1% | +2.2% | -3.3% | -2.1% |
| 3M | -3.3% | -16.9% | +13.6% | +4.0% |
| 6M | -4.6% | -11.5% | +6.9% | -0.7% |
| YTD | +9.4% | -12.8% | +22.3% | +14.0% |
| 1Y | +16.9% | -17.1% | +34.0% | +24.2% |
| 3Y | +76.6% | -9.6% | +86.3% | +77.1% |
| 5Y | +66.2% | -48.9% | +115.1% | +113.2% |
| All | +170.5% | +23.6% | +146.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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