-2.7%
CEG vs AEP
+16.1%
-18.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.0% | +5.0% |
| 7D | +8.0% | +1.8% | +6.2% | +6.9% |
| 30D | +12.9% | -0.8% | +13.7% | +13.3% |
| 3M | +13.2% | -1.8% | +15.0% | +13.3% |
| 6M | -7.0% | -5.4% | -1.6% | -5.3% |
| YTD | -15.0% | +10.4% | -25.4% | -20.5% |
| 1Y | -2.7% | +18.2% | -20.9% | -11.0% |
| All | -2.7% | +16.1% | -18.9% | -11.0% |
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 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