+807.8%
CCL vs AEP
+2,223.4%
-1,415.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.0% | +1.8% | -6.8% | -5.7% |
| 30D | -20.3% | -0.8% | -19.5% | -20.1% |
| 3M | -15.1% | -1.8% | -13.3% | -14.8% |
| 6M | -15.1% | -5.4% | -9.7% | -13.7% |
| YTD | -21.8% | +10.4% | -32.2% | -25.3% |
| 1Y | -24.8% | +18.2% | -42.9% | -30.3% |
| 3Y | +51.9% | +79.0% | -27.1% | +16.8% |
| 5Y | +4.0% | +64.8% | -60.8% | -18.1% |
| 10Y | -42.2% | +170.8% | -213.1% | -62.9% |
| All | +807.8% | +2,223.4% | -1,415.6% | +97.9% |
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