+211.0%
AEP vs CFG
+214.3%
-3.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +2.5% | +1.6% | +0.8% | +2.3% |
| 30D | +3.4% | +3.3% | +0.1% | +3.0% |
| 3M | +4.2% | -11.5% | +15.8% | +5.5% |
| 6M | -0.8% | +6.2% | -7.0% | -1.5% |
| YTD | +15.2% | +14.3% | +1.0% | +13.2% |
| 1Y | +8.3% | +26.7% | -18.4% | +5.2% |
| 3Y | +84.2% | +187.8% | -103.6% | +59.6% |
| 5Y | +87.8% | +61.3% | +26.5% | +72.0% |
| All | +211.0% | +214.3% | -3.2% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling