+203.2%
AEP vs CNH
+107.8%
+95.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.7% | +0.8% |
| 7D | -0.8% | +4.5% | -5.3% | -1.3% |
| 30D | +4.9% | +7.6% | -2.7% | +4.0% |
| 3M | +4.9% | +17.0% | -12.1% | +2.6% |
| 6M | -0.3% | +12.9% | -13.2% | -2.3% |
| YTD | +14.3% | +34.3% | -20.0% | +9.5% |
| 1Y | +7.5% | +28.5% | -21.0% | +3.4% |
| 3Y | +82.6% | +31.9% | +50.8% | +72.3% |
| 5Y | +81.5% | -9.6% | +91.1% | +76.7% |
| 10Y | +203.2% | +106.3% | +96.9% | +149.6% |
| All | +203.2% | +107.8% | +95.3% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling