+87.7%
AEP vs CPNG
-76.2%
+163.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | -1.1% | -7.4% | +6.3% | -0.9% |
| 3M | -3.3% | -12.3% | +9.1% | -3.0% |
| 6M | -4.6% | -19.4% | +14.8% | -4.2% |
| YTD | +9.4% | -35.9% | +45.3% | +10.6% |
| 1Y | +16.9% | -53.4% | +70.3% | +19.3% |
| 3Y | +76.6% | -20.0% | +96.6% | +76.5% |
| 5Y | +66.2% | -49.6% | +115.8% | +63.0% |
| All | +87.7% | -76.2% | +163.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling