-15.8%
CDNS vs AEP
+17.4%
-33.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.2% |
| 7D | -6.5% | -1.0% | -5.5% | -6.9% |
| 30D | -13.0% | -0.1% | -12.9% | -13.0% |
| 3M | -26.0% | -3.2% | -22.8% | -26.7% |
| 6M | -2.8% | -5.3% | +2.4% | -4.3% |
| YTD | -8.8% | +9.5% | -18.4% | -7.7% |
| 1Y | -15.8% | +17.5% | -33.3% | -11.8% |
| All | -15.8% | +17.4% | -33.2% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling