+67.2%
AEP vs CNQ
+278.6%
-211.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -1.1% | +6.2% | -7.3% | -1.6% |
| 3M | -3.3% | +12.4% | -15.6% | -4.4% |
| 6M | -4.6% | +9.0% | -13.7% | -5.6% |
| YTD | +9.4% | +52.2% | -42.8% | +4.6% |
| 1Y | +16.9% | +65.0% | -48.1% | +10.8% |
| 3Y | +76.6% | +78.8% | -2.2% | +63.4% |
| All | +67.2% | +278.6% | -211.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling