+65.6%
AEP vs CCI
-50.2%
+115.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | -0.3% | -16.3% | +16.0% | +6.1% |
| 6M | -3.5% | -13.9% | +10.5% | +1.2% |
| YTD | +11.3% | -12.4% | +23.7% | +15.4% |
| 1Y | +20.2% | -15.2% | +35.4% | +26.0% |
| 3Y | +79.8% | -9.9% | +89.6% | +80.8% |
| 5Y | +65.6% | -50.8% | +116.4% | +110.5% |
| All | +65.6% | -50.2% | +115.8% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling