+174.5%
CIEN vs AEP
+16.1%
+158.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -15.2% | +1.8% | -17.0% | -15.8% |
| 30D | -21.5% | -0.8% | -20.7% | -21.2% |
| 3M | -40.1% | -1.8% | -38.2% | -40.1% |
| 6M | -6.6% | -5.4% | -1.2% | -5.7% |
| YTD | +37.3% | +10.4% | +26.8% | +35.0% |
| 1Y | +174.5% | +18.2% | +156.4% | +175.8% |
| All | +174.5% | +16.1% | +158.4% | +175.8% |
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