+286.5%
C vs AEP
+170.2%
+116.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | +3.2% | +2.0% | +1.2% | +2.5% |
| 30D | +1.3% | +0.5% | +0.8% | +1.1% |
| 3M | +3.1% | -0.3% | +3.4% | +3.0% |
| 6M | +29.6% | -3.5% | +33.1% | +30.6% |
| YTD | +19.0% | +11.3% | +7.7% | +14.0% |
| 1Y | +45.6% | +20.2% | +25.4% | +35.4% |
| 3Y | +269.3% | +79.8% | +189.5% | +189.4% |
| 5Y | +131.6% | +65.6% | +66.0% | +84.8% |
| 10Y | +286.5% | +169.3% | +117.2% | +235.7% |
| All | +286.5% | +170.2% | +116.4% | +235.7% |
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