-3.1%
AEP vs CI
+7.4%
-10.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | -2.8% | -1.6% | -1.3% | -2.5% |
| 30D | +3.6% | +5.4% | -1.8% | +2.8% |
| 3M | +1.8% | +7.3% | -5.5% | +0.4% |
| 6M | -3.1% | +5.3% | -8.4% | -4.7% |
| All | -3.1% | +7.4% | -10.5% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling