+79.4%
AEP vs CP
+19.6%
+59.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | -2.7% | +4.5% | +2.1% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | -1.8% | +2.6% | -4.4% | -2.3% |
| 6M | -5.4% | +6.0% | -11.3% | -6.2% |
| YTD | +10.4% | +24.9% | -14.5% | +7.4% |
| 1Y | +18.2% | +20.1% | -2.0% | +15.3% |
| All | +79.4% | +19.6% | +59.8% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling