+169.3%
AEP vs CFG
+313.6%
-144.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.9% |
| 7D | +2.0% | +2.7% | -0.7% | +1.7% |
| 30D | +0.5% | -3.7% | +4.2% | +0.9% |
| 3M | -0.3% | +9.5% | -9.8% | -1.3% |
| 6M | -3.5% | +22.2% | -25.7% | -5.6% |
| YTD | +11.3% | +22.3% | -11.1% | +8.7% |
| 1Y | +20.2% | +39.4% | -19.2% | +15.6% |
| 3Y | +79.8% | +188.5% | -108.7% | +56.5% |
| 5Y | +65.6% | +101.5% | -36.0% | +48.1% |
| 10Y | +169.3% | +308.6% | -139.3% | +123.6% |
| All | +169.3% | +313.6% | -144.3% | +123.6% |
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