+273.1%
AEP vs CFG
+360.2%
-87.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +4.5% | +3.2% | +1.3% | +4.2% |
| 3M | +2.8% | -9.7% | +12.5% | +3.8% |
| 6M | -0.7% | +3.6% | -4.3% | -1.1% |
| YTD | +13.8% | +14.7% | -0.8% | +12.1% |
| 1Y | +9.0% | +29.6% | -20.6% | +5.9% |
| 3Y | +83.0% | +190.6% | -107.6% | +61.3% |
| 5Y | +83.3% | +67.1% | +16.2% | +68.9% |
| 10Y | +194.6% | +237.0% | -42.4% | +141.5% |
| All | +273.1% | +360.2% | -87.0% | +206.2% |
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