+205.1%
AEP vs CNP
+142.1%
+63.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +4.8% | +5.0% | -0.2% | +2.1% |
| 3M | +5.4% | +2.7% | +2.7% | +3.8% |
| 6M | +0.4% | -1.9% | +2.3% | +1.4% |
| YTD | +15.5% | +8.8% | +6.7% | +10.6% |
| 1Y | +8.5% | +5.6% | +2.9% | +5.5% |
| 3Y | +84.6% | +63.2% | +21.4% | +42.7% |
| 5Y | +86.9% | +73.8% | +13.1% | +41.5% |
| 10Y | +205.1% | +144.0% | +61.1% | +72.6% |
| All | +205.1% | +142.1% | +63.0% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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