+205.1%
AEP vs CVE
+144.4%
+60.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.0% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +4.8% | -10.8% | +15.6% | +5.1% |
| 3M | +5.4% | -4.3% | +9.7% | +5.4% |
| 6M | +0.4% | -1.5% | +1.8% | +0.3% |
| YTD | +15.5% | +70.7% | -55.2% | +13.5% |
| 1Y | +8.5% | +58.1% | -49.6% | +6.9% |
| 3Y | +84.6% | +69.8% | +14.8% | +80.8% |
| 5Y | +86.9% | +148.9% | -62.0% | +80.9% |
| 10Y | +205.1% | +143.5% | +61.6% | +186.4% |
| All | +205.1% | +144.4% | +60.7% | +186.4% |
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