+76.8%
AEP vs CTVA
+75.4%
+1.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | -4.7% | +3.7% | -0.4% |
| 30D | -0.1% | +11.1% | -11.2% | -1.5% |
| 3M | -3.2% | +13.7% | -16.9% | -5.0% |
| 6M | -5.3% | +11.2% | -16.5% | -6.8% |
| YTD | +9.5% | +26.9% | -17.4% | +5.8% |
| 1Y | +17.5% | +18.8% | -1.3% | +14.3% |
| All | +76.8% | +75.4% | +1.4% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling