+80.5%
AEP vs CF
+120.6%
-40.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -2.8% | -3.2% | +0.3% | -2.7% |
| 30D | +3.6% | +4.3% | -0.7% | +3.4% |
| 3M | +1.8% | +2.8% | -1.0% | +1.5% |
| 6M | -3.1% | +0.6% | -3.7% | -3.3% |
| YTD | +12.2% | +56.6% | -44.4% | +8.3% |
| 1Y | +9.1% | +49.6% | -40.5% | +5.6% |
| 3Y | +77.9% | +61.5% | +16.4% | +69.4% |
| All | +80.5% | +120.6% | -40.0% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling