+86.9%
AEP vs CG
-17.8%
+104.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +0.7% | -3.8% | +4.6% | +1.0% |
| 30D | +4.8% | +7.5% | -2.7% | +4.3% |
| 3M | +5.4% | -14.4% | +19.7% | +6.3% |
| 6M | +0.4% | -15.7% | +16.0% | +1.3% |
| YTD | +15.5% | -29.0% | +44.5% | +17.7% |
| 1Y | +8.5% | -22.1% | +30.6% | +9.7% |
| 3Y | +84.6% | +49.1% | +35.5% | +67.6% |
| 5Y | +86.9% | -18.4% | +105.3% | +72.0% |
| All | +86.9% | -17.8% | +104.7% | +72.0% |
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