+177.7%
AEP vs CMS
+116.0%
+61.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +1.5% | -1.3% | +2.8% | +2.6% |
| 3M | -1.7% | -5.4% | +3.7% | +3.1% |
| 6M | -4.0% | -10.3% | +6.3% | +5.2% |
| YTD | +10.6% | -0.2% | +10.8% | +10.6% |
| 1Y | +18.6% | -0.9% | +19.5% | +19.0% |
| 3Y | +78.7% | +34.0% | +44.7% | +37.6% |
| 5Y | +65.1% | +23.6% | +41.5% | +35.8% |
| 10Y | +177.7% | +122.2% | +55.5% | +33.7% |
| All | +177.7% | +116.0% | +61.8% | +33.7% |
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