+83.3%
AEP vs CPB
-31.8%
+115.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -1.5% | +3.3% | -4.8% | -2.4% |
| 30D | +4.5% | +19.0% | -14.5% | 0.0% |
| 3M | +2.8% | +0.4% | +2.4% | +2.3% |
| 6M | -0.7% | +13.0% | -13.6% | -4.6% |
| YTD | +13.8% | -12.7% | +26.6% | +16.9% |
| 1Y | +9.0% | -20.9% | +29.8% | +15.0% |
| 3Y | +83.0% | -35.4% | +118.4% | +103.6% |
| 5Y | +83.3% | -32.3% | +115.5% | +94.8% |
| All | +83.3% | -31.8% | +115.1% | +94.8% |
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