-28.8%
CCL vs AEP
+17.4%
-46.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -3.2% | -0.9% | -2.3% | -3.4% |
| 30D | -17.8% | -1.1% | -16.7% | -17.9% |
| 3M | -18.7% | -3.3% | -15.4% | -19.0% |
| 6M | -11.4% | -4.6% | -6.8% | -12.3% |
| YTD | -24.3% | +9.4% | -33.7% | -21.6% |
| 1Y | -28.8% | +16.9% | -45.7% | -26.1% |
| All | -28.8% | +17.4% | -46.2% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling