+662.9%
AEP vs CF
+5,277.9%
-4,615.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +4.2% | +2.2% | +2.0% | +3.9% |
| 3M | +1.0% | +2.1% | -1.1% | +0.6% |
| 6M | -6.1% | -6.5% | +0.4% | -5.8% |
| YTD | +12.5% | +55.6% | -43.1% | +6.3% |
| 1Y | +9.1% | +42.3% | -33.2% | +4.1% |
| 3Y | +77.2% | +55.7% | +21.5% | +65.7% |
| 5Y | +78.4% | +122.4% | -44.0% | +57.5% |
| 10Y | +188.3% | +568.5% | -380.2% | +113.0% |
| All | +662.9% | +5,277.9% | -4,615.0% | +286.2% |
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