+65.6%
AEP vs CPB
-38.5%
+104.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.3% |
| 7D | +2.0% | -8.2% | +10.2% | +4.1% |
| 30D | +0.5% | -5.6% | +6.1% | +1.8% |
| 3M | -0.3% | +3.0% | -3.3% | -1.7% |
| 6M | -3.5% | -12.7% | +9.2% | -0.6% |
| YTD | +11.3% | -18.0% | +29.2% | +16.2% |
| 1Y | +20.2% | -31.7% | +52.0% | +32.6% |
| 3Y | +79.8% | -41.0% | +120.7% | +105.8% |
| 5Y | +65.6% | -38.4% | +104.0% | +84.2% |
| All | +65.6% | -38.5% | +104.1% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling