+169.3%
AEP vs CP
+219.6%
-50.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | +2.0% | +2.4% | -0.4% | +1.4% |
| 30D | +0.5% | -0.5% | +1.0% | +0.6% |
| 3M | -0.3% | +1.4% | -1.7% | -0.8% |
| 6M | -3.5% | +10.3% | -13.8% | -5.8% |
| YTD | +11.3% | +24.3% | -13.0% | +5.4% |
| 1Y | +20.2% | +20.4% | -0.2% | +14.6% |
| 3Y | +79.8% | +21.8% | +58.0% | +68.4% |
| 5Y | +65.6% | +31.5% | +34.0% | +50.9% |
| 10Y | +169.3% | +223.2% | -53.9% | +113.1% |
| All | +169.3% | +219.6% | -50.3% | +113.1% |
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