+65.1%
AEP vs CG
+5.5%
+59.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | +0.9% | -6.4% | +7.3% | +1.3% |
| 30D | +1.5% | -7.1% | +8.5% | +1.9% |
| 3M | -1.7% | -1.6% | -0.1% | -1.7% |
| 6M | -4.0% | -8.3% | +4.3% | -3.7% |
| YTD | +10.6% | -23.8% | +34.4% | +12.2% |
| 1Y | +18.6% | -28.7% | +47.4% | +20.8% |
| 3Y | +78.7% | +49.2% | +29.5% | +63.8% |
| 5Y | +65.1% | +5.5% | +59.6% | +47.7% |
| All | +65.1% | +5.5% | +59.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling