+81.6%
AEP vs CTVA
+223.3%
-141.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.8% | +4.9% | -3.2% | +0.9% |
| 30D | -0.8% | +11.9% | -12.7% | -2.9% |
| 3M | -1.8% | +13.7% | -15.5% | -4.4% |
| 6M | -5.4% | +13.1% | -18.5% | -7.9% |
| YTD | +10.4% | +32.0% | -21.5% | +4.4% |
| 1Y | +18.2% | +22.1% | -3.9% | +13.1% |
| 3Y | +79.0% | +77.5% | +1.5% | +57.1% |
| 5Y | +64.8% | +106.3% | -41.4% | +39.3% |
| All | +81.6% | +223.3% | -141.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling