+79.9%
AEP vs CTVA
+208.7%
-128.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.9% | -4.5% | +3.6% | -0.1% |
| 30D | -1.1% | +11.3% | -12.4% | -3.1% |
| 3M | -3.3% | +12.3% | -15.6% | -5.6% |
| 6M | -4.6% | +7.2% | -11.8% | -6.2% |
| YTD | +9.4% | +26.0% | -16.6% | +4.3% |
| 1Y | +16.9% | +16.0% | +0.9% | +13.0% |
| 3Y | +76.6% | +73.9% | +2.7% | +55.5% |
| 5Y | +66.2% | +103.8% | -37.6% | +40.7% |
| All | +79.9% | +208.7% | -128.8% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling