+80.5%
AEP vs CMS
+32.6%
+48.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.6% |
| 7D | -2.8% | -1.3% | -1.5% | -1.8% |
| 30D | +3.6% | +6.3% | -2.7% | -1.8% |
| 3M | +1.8% | -2.1% | +3.8% | +3.5% |
| 6M | -3.1% | -5.1% | +2.0% | +1.1% |
| YTD | +12.2% | +1.3% | +11.0% | +10.7% |
| 1Y | +9.1% | -1.4% | +10.5% | +10.1% |
| 3Y | +77.9% | +36.9% | +41.0% | +33.3% |
| All | +80.5% | +32.6% | +48.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling