+262.0%
AEP vs CFG
+396.4%
-134.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | +1.5% | +0.3% | +1.6% |
| 30D | -0.8% | -3.8% | +3.0% | -0.4% |
| 3M | -1.8% | +11.5% | -13.3% | -2.9% |
| 6M | -5.4% | +19.2% | -24.6% | -7.0% |
| YTD | +10.4% | +23.7% | -13.3% | +8.0% |
| 1Y | +18.2% | +38.8% | -20.7% | +14.1% |
| 3Y | +79.0% | +178.9% | -99.9% | +58.4% |
| 5Y | +64.8% | +101.8% | -36.9% | +49.1% |
| 10Y | +170.8% | +317.3% | -146.4% | +120.4% |
| All | +262.0% | +396.4% | -134.4% | +195.0% |
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