-4.6%
AEP vs CNQ
+12.0%
-16.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -1.3% |
| 3M | -3.3% | +12.4% | -15.6% | -3.9% |
| 6M | -4.6% | +9.0% | -13.7% | -5.0% |
| All | -4.6% | +12.0% | -16.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling