+2,252.4%
AEP vs CP
+7,734.8%
-5,482.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -2.8% | +2.8% | -5.6% | -3.4% |
| 30D | +3.6% | +10.2% | -6.6% | +1.6% |
| 3M | +1.8% | +2.4% | -0.6% | +1.2% |
| 6M | -3.1% | +7.7% | -10.8% | -4.7% |
| YTD | +12.2% | +26.0% | -13.7% | +6.8% |
| 1Y | +9.1% | +34.6% | -25.5% | +2.4% |
| 3Y | +77.9% | +26.7% | +51.2% | +67.1% |
| 5Y | +78.1% | +24.9% | +53.2% | +66.8% |
| 10Y | +187.8% | +258.6% | -70.8% | +114.2% |
| All | +2,252.4% | +7,734.8% | -5,482.5% | +918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling