+10.8%
AEP vs CTVA
+33.4%
-22.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.9% |
| 7D | +0.8% | +8.2% | -7.4% | -0.2% |
| 30D | +7.9% | -1.0% | +9.0% | +7.9% |
| 3M | +1.5% | +4.6% | -3.1% | +0.6% |
| 6M | -2.6% | +0.5% | -3.1% | -3.4% |
| YTD | +14.7% | +22.7% | -8.1% | +8.1% |
| 1Y | +10.8% | +32.0% | -21.2% | +2.9% |
| All | +10.8% | +33.4% | -22.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling