+80.5%
AEP vs CNH
-14.7%
+95.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.4% |
| 7D | -2.8% | -1.7% | -1.1% | -2.7% |
| 30D | +3.6% | -7.2% | +10.9% | +4.2% |
| 3M | +1.8% | +6.5% | -4.8% | +0.8% |
| 6M | -3.1% | +7.9% | -11.0% | -4.3% |
| YTD | +12.2% | +26.6% | -14.3% | +8.9% |
| 1Y | +9.1% | +13.8% | -4.6% | +6.9% |
| 3Y | +77.9% | +9.2% | +68.7% | +72.0% |
| All | +80.5% | -14.7% | +95.2% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling