+200.9%
AEP vs CP
+255.2%
-54.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | +4.1% | +11.0% | -7.0% | +1.6% |
| 3M | +4.1% | +3.8% | +0.2% | +3.0% |
| 6M | -1.0% | +9.5% | -10.5% | -3.2% |
| YTD | +13.4% | +28.2% | -14.8% | +6.7% |
| 1Y | +6.7% | +33.0% | -26.2% | -0.5% |
| 3Y | +81.3% | +35.5% | +45.7% | +65.3% |
| 5Y | +80.1% | +25.8% | +54.3% | +65.8% |
| 10Y | +200.9% | +250.7% | -49.8% | +143.5% |
| All | +200.9% | +255.2% | -54.3% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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