-1.8%
CEG vs AEP
+19.8%
-21.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +1.3% | +0.9% | +0.4% | +0.8% |
| 30D | +8.8% | +1.5% | +7.4% | +7.8% |
| 3M | +17.0% | -1.7% | +18.6% | +17.1% |
| 6M | -8.7% | -4.0% | -4.7% | -7.8% |
| YTD | -16.4% | +10.6% | -27.0% | -21.7% |
| 1Y | -1.8% | +18.6% | -20.4% | -7.0% |
| All | -1.8% | +19.8% | -21.6% | -7.0% |
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