-43.4%
CCL vs AEP
+175.2%
-218.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | -4.3% | -1.0% | -3.3% | -4.0% |
| 30D | -19.0% | -0.1% | -18.9% | -19.0% |
| 3M | -13.1% | -3.2% | -9.9% | -12.4% |
| 6M | -13.3% | -5.3% | -8.0% | -12.1% |
| YTD | -25.2% | +9.5% | -34.8% | -28.2% |
| 1Y | -27.2% | +17.5% | -44.7% | -32.1% |
| 3Y | +49.2% | +77.0% | -27.8% | +14.6% |
| 5Y | +0.4% | +66.4% | -66.0% | -21.6% |
| All | -43.4% | +175.2% | -218.5% | -57.5% |
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