+2,214.6%
AEP vs CMS
+457.8%
+1,756.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -0.8% | -3.6% | +2.8% | +0.9% |
| 3M | -1.8% | -1.9% | +0.1% | -0.9% |
| 6M | -5.4% | -11.0% | +5.6% | -0.2% |
| YTD | +10.4% | +0.2% | +10.2% | +10.5% |
| 1Y | +18.2% | -1.3% | +19.5% | +19.0% |
| 3Y | +79.0% | +35.9% | +43.0% | +56.7% |
| 5Y | +64.8% | +23.1% | +41.8% | +51.8% |
| 10Y | +170.8% | +117.9% | +52.9% | +102.1% |
| All | +2,214.6% | +457.8% | +1,756.8% | +979.3% |
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