+661.5%
AEP vs CF
+5,315.1%
-4,653.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.8% | -3.2% | +0.3% | -2.6% |
| 30D | +3.6% | +4.3% | -0.7% | +3.1% |
| 3M | +1.8% | +2.8% | -1.0% | +1.3% |
| 6M | -3.1% | +0.6% | -3.7% | -3.6% |
| YTD | +12.2% | +56.6% | -44.4% | +6.1% |
| 1Y | +9.1% | +49.6% | -40.5% | +3.6% |
| 3Y | +77.9% | +61.5% | +16.4% | +65.7% |
| 5Y | +78.1% | +124.0% | -45.9% | +57.1% |
| 10Y | +187.8% | +573.2% | -385.4% | +112.4% |
| All | +661.5% | +5,315.1% | -4,653.6% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling