+84.9%
AEP vs CF
+114.0%
-29.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -0.8% | +4.8% | -5.6% | -1.1% |
| 30D | +4.9% | +9.7% | -4.8% | +4.3% |
| 3M | +4.9% | +1.2% | +3.6% | +4.7% |
| 6M | -0.3% | +7.4% | -7.6% | -0.9% |
| YTD | +14.3% | +60.5% | -46.3% | +10.1% |
| 1Y | +7.5% | +50.7% | -43.2% | +4.0% |
| 3Y | +82.6% | +64.8% | +17.8% | +73.7% |
| All | +84.9% | +114.0% | -29.1% | +72.4% |
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