+200.9%
AEP vs CVE
+132.7%
+68.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.6% | -10.0% | +8.4% | -1.3% |
| 30D | +4.1% | -11.9% | +15.9% | +4.4% |
| 3M | +4.1% | -5.9% | +10.0% | +4.2% |
| 6M | -1.0% | -1.6% | +0.5% | -1.1% |
| YTD | +13.4% | +66.3% | -52.9% | +11.6% |
| 1Y | +6.7% | +57.5% | -50.8% | +5.1% |
| 3Y | +81.3% | +65.4% | +15.8% | +77.7% |
| 5Y | +80.1% | +144.2% | -64.1% | +74.4% |
| 10Y | +200.9% | +135.5% | +65.4% | +182.6% |
| All | +200.9% | +132.7% | +68.2% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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