+2,214.6%
AEP vs CNP
+1,826.3%
+388.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | -0.8% | -1.8% | +1.0% | -0.1% |
| 3M | -1.8% | -4.6% | +2.8% | 0.0% |
| 6M | -5.4% | -8.8% | +3.5% | -1.9% |
| YTD | +10.4% | +5.2% | +5.2% | +8.5% |
| 1Y | +18.2% | +8.3% | +9.8% | +14.7% |
| 3Y | +79.0% | +54.9% | +24.1% | +51.6% |
| 5Y | +64.8% | +73.5% | -8.7% | +34.5% |
| 10Y | +170.8% | +139.1% | +31.7% | +88.9% |
| All | +2,214.6% | +1,826.3% | +388.3% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling