+1,018.8%
AEP vs CNI
+6,494.7%
-5,475.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +1.5% | -2.1% | +3.6% | +2.0% |
| 3M | -1.7% | +1.8% | -3.5% | -2.2% |
| 6M | -4.0% | +14.8% | -18.8% | -7.5% |
| YTD | +10.6% | +25.4% | -14.8% | +4.1% |
| 1Y | +18.6% | +32.9% | -14.3% | +9.9% |
| 3Y | +78.7% | +20.2% | +58.5% | +67.9% |
| 5Y | +65.1% | +12.2% | +52.9% | +56.6% |
| 10Y | +177.7% | +136.0% | +41.7% | +112.6% |
| All | +1,018.8% | +6,494.7% | -5,475.9% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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