+208.8%
C vs AEP
+194.7%
+14.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -5.2% | +4.1% | -9.3% | -6.4% |
| 3M | -9.1% | +4.1% | -13.2% | -10.3% |
| 6M | -1.6% | -1.0% | -0.5% | -1.6% |
| YTD | +6.9% | +13.4% | -6.5% | +1.7% |
| 1Y | +23.0% | +6.7% | +16.3% | +19.3% |
| 3Y | +216.1% | +81.3% | +134.9% | +145.9% |
| 5Y | +112.2% | +80.1% | +32.2% | +62.6% |
| 10Y | +208.8% | +200.9% | +7.9% | +174.9% |
| All | +208.8% | +194.7% | +14.1% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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