+76.8%
AEP vs CNC
-0.4%
+77.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -1.0% | -3.9% | +2.9% | -0.8% |
| 30D | -0.1% | +0.8% | -0.9% | -0.2% |
| 3M | -3.2% | +0.1% | -3.3% | -3.3% |
| 6M | -5.3% | +79.7% | -85.0% | -9.4% |
| YTD | +9.5% | +58.9% | -49.4% | +5.4% |
| 1Y | +17.5% | +109.1% | -91.6% | +10.2% |
| All | +76.8% | -0.4% | +77.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling