+2,285.8%
AEP vs CI
+7,992.0%
-5,706.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | +4.5% | +4.7% | -0.2% | +3.6% |
| 3M | +2.8% | +5.2% | -2.4% | +1.8% |
| 6M | -0.7% | +3.8% | -4.4% | -1.6% |
| YTD | +13.8% | +9.2% | +4.6% | +11.5% |
| 1Y | +9.0% | +14.3% | -5.3% | +5.7% |
| 3Y | +83.0% | +8.4% | +74.6% | +76.5% |
| 5Y | +83.3% | +50.0% | +33.2% | +65.7% |
| 10Y | +194.6% | +142.2% | +52.4% | +136.1% |
| All | +2,285.8% | +7,992.0% | -5,706.2% | +770.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling