+83.0%
AEP vs CPB
-35.0%
+118.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -1.5% | +3.3% | -4.8% | -2.1% |
| 30D | +4.5% | +19.0% | -14.5% | +1.3% |
| 3M | +2.8% | +0.4% | +2.4% | +2.5% |
| 6M | -0.7% | +13.0% | -13.6% | -3.5% |
| YTD | +13.8% | -12.7% | +26.6% | +16.0% |
| 1Y | +9.0% | -20.9% | +29.8% | +13.4% |
| 3Y | +83.0% | -35.4% | +118.4% | +101.7% |
| All | +83.0% | -35.0% | +118.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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