+177.7%
AEP vs CI
+143.6%
+34.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | -1.7% | -5.2% | +3.5% | -0.8% |
| 6M | -4.0% | +4.3% | -8.4% | -5.2% |
| YTD | +10.6% | +2.8% | +7.8% | +9.5% |
| 1Y | +18.6% | -5.8% | +24.4% | +18.7% |
| 3Y | +78.7% | +4.7% | +74.0% | +72.9% |
| 5Y | +65.1% | +42.7% | +22.4% | +49.1% |
| 10Y | +177.7% | +141.0% | +36.8% | +141.2% |
| All | +177.7% | +143.6% | +34.1% | +141.2% |
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