+91.2%
AEP vs CVE
+74.2%
+16.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | +2.9% | +5.9% | -3.1% | +2.8% |
| 30D | +3.2% | -10.9% | +14.1% | +3.3% |
| 3M | +3.8% | -4.5% | +8.3% | +3.8% |
| 6M | +2.5% | -1.0% | +3.5% | +2.4% |
| YTD | +15.5% | +74.7% | -59.3% | +14.3% |
| 1Y | +9.6% | +65.8% | -56.2% | +8.6% |
| 3Y | +91.2% | +73.2% | +18.0% | +83.0% |
| All | +91.2% | +74.2% | +16.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling