+177.7%
AEP vs CNH
+157.1%
+20.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | +1.5% | +32.6% | -31.1% | -1.8% |
| 3M | -1.7% | +29.4% | -31.1% | -4.7% |
| 6M | -4.0% | +26.0% | -30.0% | -7.0% |
| YTD | +10.6% | +52.2% | -41.6% | +4.8% |
| 1Y | +18.6% | +23.9% | -5.2% | +14.9% |
| 3Y | +78.7% | +10.1% | +68.6% | +73.1% |
| 5Y | +65.1% | +13.2% | +51.9% | +56.8% |
| 10Y | +177.7% | +160.7% | +17.1% | +118.1% |
| All | +177.7% | +157.1% | +20.6% | +118.1% |
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