+2,252.4%
AEP vs CMS
+463.7%
+1,788.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | +3.6% | +6.3% | -2.7% | +0.8% |
| 3M | +1.8% | -2.1% | +3.8% | +2.8% |
| 6M | -3.1% | -5.1% | +2.0% | -0.7% |
| YTD | +12.2% | +1.3% | +11.0% | +11.8% |
| 1Y | +9.1% | -1.4% | +10.5% | +10.0% |
| 3Y | +77.9% | +36.9% | +41.0% | +55.1% |
| 5Y | +78.1% | +32.5% | +45.6% | +58.9% |
| 10Y | +187.8% | +126.8% | +61.0% | +111.3% |
| All | +2,252.4% | +463.7% | +1,788.7% | +991.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling