+8.3%
AEP vs CMS
-4.6%
+12.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.2% |
| 7D | +2.5% | -1.3% | +3.7% | +3.5% |
| 30D | +3.4% | +5.3% | -1.9% | -1.0% |
| 3M | +4.2% | -0.3% | +4.5% | +4.4% |
| 6M | -0.8% | -4.0% | +3.2% | +2.6% |
| YTD | +15.2% | +2.1% | +13.1% | +12.9% |
| 1Y | +8.3% | -4.7% | +13.0% | +12.5% |
| All | +8.3% | -4.6% | +12.9% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling