+194.6%
AEP vs CMS
+127.7%
+66.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | +4.5% | +7.1% | -2.6% | -1.5% |
| 3M | +2.8% | -1.3% | +4.1% | +3.9% |
| 6M | -0.7% | -2.7% | +2.0% | +1.5% |
| YTD | +13.8% | +2.6% | +11.2% | +11.1% |
| 1Y | +9.0% | -2.0% | +11.0% | +10.5% |
| 3Y | +83.0% | +39.6% | +43.4% | +35.9% |
| 5Y | +83.3% | +35.3% | +47.9% | +39.5% |
| 10Y | +194.6% | +132.3% | +62.3% | +36.6% |
| All | +194.6% | +127.7% | +66.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling