+2,214.6%
AEP vs CP
+7,669.4%
-5,454.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | -2.7% | +4.5% | +2.3% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | -1.8% | +2.6% | -4.4% | -2.4% |
| 6M | -5.4% | +6.0% | -11.3% | -6.6% |
| YTD | +10.4% | +24.9% | -14.5% | +5.3% |
| 1Y | +18.2% | +20.1% | -2.0% | +13.4% |
| 3Y | +79.0% | +16.4% | +62.6% | +71.1% |
| 5Y | +64.8% | +31.7% | +33.1% | +52.8% |
| 10Y | +170.8% | +223.9% | -53.0% | +105.6% |
| All | +2,214.6% | +7,669.4% | -5,454.8% | +904.1% |
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 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