+5,887.0%
CDNS vs AEP
+2,223.4%
+3,663.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -14.0% | +1.8% | -15.8% | -14.5% |
| 30D | -13.2% | -0.8% | -12.4% | -13.0% |
| 3M | -28.9% | -1.8% | -27.1% | -28.7% |
| 6M | -4.2% | -5.4% | +1.2% | -3.2% |
| YTD | -6.4% | +10.4% | -16.8% | -9.9% |
| 1Y | -16.2% | +18.2% | -34.4% | -21.2% |
| 3Y | +20.2% | +79.0% | -58.8% | -3.1% |
| 5Y | +76.6% | +64.8% | +11.8% | +45.0% |
| 10Y | +1,029.7% | +170.8% | +858.8% | +676.5% |
| All | +5,887.0% | +2,223.4% | +3,663.7% | +1,484.0% |
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