+189.0%
CDE vs AEP
+64.8%
+124.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | +9.5% | -1.1% | +10.5% | +10.0% |
| 3M | +25.5% | -3.3% | +28.8% | +27.0% |
| 6M | -7.9% | -4.6% | -3.3% | -6.4% |
| YTD | +15.6% | +9.4% | +6.1% | +8.9% |
| 1Y | +34.0% | +16.9% | +17.1% | +21.7% |
| 3Y | +791.9% | +76.6% | +715.3% | +470.7% |
| All | +189.0% | +64.8% | +124.1% | +108.5% |
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 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