+194.6%
AEP vs CF
+546.3%
-351.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -1.5% | -0.9% | -0.7% | -1.5% |
| 30D | +4.5% | +6.9% | -2.4% | +4.0% |
| 3M | +2.8% | +4.8% | -2.0% | +2.4% |
| 6M | -0.7% | +4.7% | -5.3% | -1.2% |
| YTD | +13.8% | +56.5% | -42.6% | +9.5% |
| 1Y | +9.0% | +48.4% | -39.5% | +5.2% |
| 3Y | +83.0% | +59.1% | +23.8% | +74.3% |
| 5Y | +83.3% | +109.5% | -26.3% | +69.0% |
| 10Y | +194.6% | +487.0% | -292.4% | +160.5% |
| All | +194.6% | +546.3% | -351.7% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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