+65.6%
AEP vs CNP
+76.4%
-10.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.1% |
| 7D | +2.0% | +1.6% | +0.4% | +0.8% |
| 30D | +0.5% | -0.8% | +1.3% | +1.1% |
| 3M | -0.3% | -3.6% | +3.2% | +2.4% |
| 6M | -3.5% | -6.9% | +3.5% | +1.7% |
| YTD | +11.3% | +6.4% | +4.8% | +6.5% |
| 1Y | +20.2% | +9.9% | +10.3% | +12.2% |
| 3Y | +79.8% | +53.1% | +26.7% | +29.6% |
| 5Y | +65.6% | +72.0% | -6.4% | +13.5% |
| All | +65.6% | +76.4% | -10.9% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling