+3.5%
CCL vs AEP
+68.7%
-65.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | -0.1% | +2.0% | -2.1% | -0.5% |
| 30D | -20.0% | +0.5% | -20.5% | -20.1% |
| 3M | -13.7% | -0.3% | -13.3% | -13.8% |
| 6M | -9.0% | -3.5% | -5.5% | -8.7% |
| YTD | -22.8% | +11.3% | -34.1% | -24.8% |
| 1Y | -25.3% | +20.2% | -45.5% | -28.7% |
| 3Y | +54.1% | +79.8% | -25.7% | +25.6% |
| 5Y | +3.5% | +65.6% | -62.1% | -18.1% |
| All | +3.5% | +68.7% | -65.2% | -18.1% |
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 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