+626.9%
CEG vs AEP
+63.5%
+563.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | +8.8% | +1.5% | +7.4% | +8.1% |
| 3M | +17.0% | -1.7% | +18.6% | +17.5% |
| 6M | -8.7% | -4.0% | -4.7% | -7.4% |
| YTD | -16.4% | +10.6% | -27.0% | -19.8% |
| 1Y | -1.8% | +18.6% | -20.4% | -8.2% |
| 3Y | +175.8% | +78.7% | +97.1% | +99.4% |
| All | +626.9% | +63.5% | +563.5% | +486.4% |
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