+841.8%
AEP vs CCI
+905.5%
-63.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | -0.8% | +2.7% | -3.5% | -1.1% |
| 3M | -1.8% | -18.2% | +16.4% | +0.5% |
| 6M | -5.4% | -14.8% | +9.4% | -3.7% |
| YTD | +10.4% | -12.6% | +23.0% | +11.9% |
| 1Y | +18.2% | -16.7% | +34.9% | +20.3% |
| 3Y | +79.0% | -10.5% | +89.5% | +80.3% |
| 5Y | +64.8% | -51.4% | +116.3% | +77.4% |
| 10Y | +170.8% | +20.0% | +150.8% | +167.4% |
| All | +841.8% | +905.5% | -63.6% | +665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling