+170.5%
AEP vs CNQ
+426.2%
-255.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -0.9% | +0.1% | -1.1% | -0.9% |
| 30D | -1.1% | +6.2% | -7.3% | -1.4% |
| 3M | -3.3% | +12.4% | -15.6% | -4.0% |
| 6M | -4.6% | +9.0% | -13.7% | -5.3% |
| YTD | +9.4% | +52.2% | -42.8% | +6.4% |
| 1Y | +16.9% | +65.0% | -48.1% | +13.1% |
| 3Y | +76.6% | +78.8% | -2.2% | +68.9% |
| 5Y | +66.2% | +286.0% | -219.8% | +52.0% |
| All | +170.5% | +426.2% | -255.7% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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