+356.3%
AEP vs CNH
+64.7%
+291.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.6% |
| 7D | +1.8% | +23.3% | -21.5% | -0.4% |
| 30D | -0.8% | +33.5% | -34.3% | -3.9% |
| 3M | -1.8% | +32.7% | -34.6% | -4.9% |
| 6M | -5.4% | +22.2% | -27.5% | -7.8% |
| YTD | +10.4% | +57.7% | -47.2% | +4.7% |
| 1Y | +18.2% | +28.0% | -9.8% | +14.3% |
| 3Y | +79.0% | +11.5% | +67.4% | +73.5% |
| 5Y | +64.8% | +11.9% | +53.0% | +57.6% |
| 10Y | +170.8% | +162.8% | +8.1% | +122.4% |
| All | +356.3% | +64.7% | +291.6% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling