+86.2%
AEP vs CMS
+36.3%
+49.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.2% |
| 7D | +2.9% | +1.7% | +1.1% | +1.4% |
| 30D | +3.2% | +6.2% | -3.0% | -2.1% |
| 3M | +3.8% | +0.6% | +3.2% | +3.2% |
| 6M | +2.5% | -1.8% | +4.3% | +3.9% |
| YTD | +15.5% | +3.8% | +11.6% | +11.4% |
| 1Y | +9.6% | -1.8% | +11.4% | +11.0% |
| 3Y | +91.2% | +39.8% | +51.3% | +40.7% |
| All | +86.2% | +36.3% | +49.9% | +42.8% |
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