+2,252.4%
AEP vs CL
+5,337.0%
-3,084.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | -2.8% | +1.3% | -4.2% | -3.3% |
| 30D | +3.6% | +11.4% | -7.7% | -0.1% |
| 3M | +1.8% | +4.4% | -2.6% | +0.1% |
| 6M | -3.1% | +10.8% | -13.9% | -6.7% |
| YTD | +12.2% | +25.1% | -12.9% | +3.5% |
| 1Y | +9.1% | +28.0% | -18.8% | -0.2% |
| 3Y | +77.9% | +37.6% | +40.3% | +58.2% |
| 5Y | +78.1% | +39.7% | +38.4% | +57.5% |
| 10Y | +187.8% | +75.8% | +112.0% | +136.4% |
| All | +2,252.4% | +5,337.0% | -3,084.6% | +784.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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