+203.2%
AEP vs CP
+255.2%
-52.0%
-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% | +0.6% | +0.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.5% |
| 30D | +4.9% | +11.0% | -6.2% | +2.4% |
| 3M | +4.9% | +3.8% | +1.0% | +3.8% |
| 6M | -0.3% | +9.5% | -9.8% | -2.5% |
| YTD | +14.3% | +28.2% | -13.9% | +7.5% |
| 1Y | +7.5% | +33.0% | -25.4% | +0.2% |
| 3Y | +82.6% | +35.5% | +47.1% | +66.5% |
| 5Y | +81.5% | +25.8% | +55.7% | +67.1% |
| 10Y | +203.2% | +250.7% | -47.6% | +145.3% |
| All | +203.2% | +255.2% | -52.0% | +145.3% |
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