+1,038.6%
CCL vs AEP
+2,324.0%
-1,285.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.3% |
| 7D | -0.3% | +2.5% | -2.8% | -1.2% |
| 30D | +10.3% | +3.4% | +6.9% | +8.9% |
| 3M | +6.6% | +4.2% | +2.4% | +4.9% |
| 6M | +20.0% | -0.8% | +20.8% | +20.0% |
| YTD | -1.9% | +15.2% | -17.1% | -7.8% |
| 1Y | +10.4% | +8.3% | +2.1% | +6.1% |
| 3Y | +134.8% | +84.2% | +50.6% | +79.2% |
| 5Y | +34.0% | +87.8% | -53.8% | +0.4% |
| 10Y | -32.5% | +204.4% | -237.0% | -58.5% |
| All | +1,038.6% | +2,324.0% | -1,285.4% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling