+211.7%
AEP vs CI
+146.2%
+65.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | +3.2% | +2.6% | +0.6% | +2.6% |
| 3M | +3.8% | +7.4% | -3.6% | +2.2% |
| 6M | +2.5% | -0.1% | +2.6% | +2.2% |
| YTD | +15.5% | +9.7% | +5.7% | +12.7% |
| 1Y | +9.6% | +12.1% | -2.5% | +6.4% |
| 3Y | +91.2% | +7.0% | +84.1% | +84.1% |
| 5Y | +88.2% | +49.7% | +38.5% | +67.8% |
| All | +211.7% | +146.2% | +65.5% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling