+649.3%
AEP vs CF
+5,948.3%
-5,299.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.2% |
| 7D | +1.8% | +6.0% | -4.2% | +1.2% |
| 30D | -0.8% | +14.8% | -15.7% | -2.3% |
| 3M | -1.8% | +14.1% | -15.9% | -3.3% |
| 6M | -5.4% | +28.5% | -33.9% | -8.5% |
| YTD | +10.4% | +74.9% | -64.5% | +3.3% |
| 1Y | +18.2% | +61.7% | -43.5% | +11.3% |
| 3Y | +79.0% | +80.3% | -1.4% | +64.9% |
| 5Y | +64.8% | +226.0% | -161.1% | +39.5% |
| 10Y | +170.8% | +569.9% | -399.0% | +100.4% |
| All | +649.3% | +5,948.3% | -5,299.0% | +275.3% |
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