+105.9%
C vs AEP
+77.9%
+28.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | -6.0% | +3.6% | -9.6% | -6.6% |
| 3M | -10.5% | +1.8% | -12.3% | -10.9% |
| 6M | -5.7% | -3.1% | -2.6% | -5.3% |
| YTD | +4.1% | +12.2% | -8.1% | +1.3% |
| 1Y | +20.5% | +9.1% | +11.3% | +17.8% |
| 3Y | +208.1% | +77.9% | +130.2% | +158.3% |
| All | +105.9% | +77.9% | +28.1% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling