+71.5%
CDNS vs AEP
+64.9%
+6.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -7.2% | +0.9% | -8.1% | -7.2% |
| 30D | -14.3% | +1.5% | -15.7% | -14.3% |
| 3M | -27.2% | -1.7% | -25.5% | -27.2% |
| 6M | -4.5% | -4.0% | -0.5% | -4.6% |
| YTD | -9.0% | +10.6% | -19.6% | -9.7% |
| 1Y | -21.3% | +18.6% | -40.0% | -22.4% |
| 3Y | +19.6% | +78.7% | -59.1% | +8.0% |
| 5Y | +71.5% | +65.1% | +6.5% | +53.6% |
| All | +71.5% | +64.9% | +6.6% | +53.6% |
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