+91.2%
AEP vs CTVA
+49.4%
+41.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | +2.9% | -20.8% | +23.6% | +4.9% |
| 30D | +3.2% | -29.6% | +32.8% | +6.7% |
| 3M | +3.8% | -16.9% | +20.7% | +4.9% |
| 6M | +2.5% | -24.3% | +26.8% | +4.6% |
| YTD | +15.5% | -5.6% | +21.1% | +14.5% |
| 1Y | +9.6% | -4.2% | +13.8% | +8.5% |
| 3Y | +91.2% | +43.3% | +47.9% | +75.9% |
| All | +91.2% | +49.4% | +41.7% | +75.9% |
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 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