+1,166.2%
CDNS vs AEP
+207.1%
+959.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +1.0% | +2.9% | -1.9% | +0.4% |
| 30D | -2.0% | +3.2% | -5.2% | -2.6% |
| 3M | -0.2% | +3.8% | -4.1% | -1.1% |
| 6M | -8.9% | +2.5% | -11.4% | -9.7% |
| YTD | +3.3% | +15.5% | -12.1% | -0.9% |
| 1Y | +2.2% | +9.6% | -7.4% | -0.8% |
| 3Y | +22.4% | +91.2% | -68.8% | -2.2% |
| 5Y | +78.0% | +88.2% | -10.2% | +41.4% |
| All | +1,166.2% | +207.1% | +959.1% | +758.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling