+67.2%
AEP vs CMI
+164.8%
-97.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.9% |
| 30D | -1.1% | -12.4% | +11.3% | +0.5% |
| 3M | -3.3% | -14.8% | +11.5% | -1.7% |
| 6M | -4.6% | +0.8% | -5.4% | -5.7% |
| YTD | +9.4% | +10.2% | -0.8% | +6.4% |
| 1Y | +16.9% | +37.4% | -20.5% | +9.6% |
| 3Y | +76.6% | +153.3% | -76.6% | +43.0% |
| All | +67.2% | +164.8% | -97.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling