+2,214.6%
AEP vs CI
+7,591.2%
-5,376.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +1.8% | +1.3% | +0.5% | +1.5% |
| 30D | -0.8% | +4.4% | -5.3% | -1.6% |
| 3M | -1.8% | +0.7% | -2.5% | -2.1% |
| 6M | -5.4% | +0.3% | -5.7% | -5.7% |
| YTD | +10.4% | +3.8% | +6.6% | +9.2% |
| 1Y | +18.2% | -5.5% | +23.6% | +18.2% |
| 3Y | +79.0% | +8.1% | +70.8% | +72.8% |
| 5Y | +64.8% | +42.8% | +22.0% | +50.4% |
| 10Y | +170.8% | +143.9% | +27.0% | +116.7% |
| All | +2,214.6% | +7,591.2% | -5,376.6% | +753.2% |
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 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