+267.9%
AEP vs CFG
+347.0%
-79.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | +3.6% | +1.1% | +2.6% | +3.5% |
| 3M | +1.8% | -12.0% | +13.8% | +3.0% |
| 6M | -3.1% | -2.2% | -0.9% | -3.0% |
| YTD | +12.2% | +11.4% | +0.8% | +10.8% |
| 1Y | +9.1% | +27.8% | -18.7% | +6.2% |
| 3Y | +77.9% | +173.3% | -95.4% | +57.8% |
| 5Y | +78.1% | +62.4% | +15.7% | +64.6% |
| 10Y | +187.8% | +249.6% | -61.8% | +136.5% |
| All | +267.9% | +347.0% | -79.1% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling