+1,500.5%
CIEN vs AEP
+174.9%
+1,325.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +8.9% | -0.9% | +9.8% | +9.2% |
| 30D | -19.1% | -1.1% | -18.0% | -18.9% |
| 3M | -21.5% | -3.3% | -18.2% | -20.9% |
| 6M | +2.8% | -4.6% | +7.5% | +3.9% |
| YTD | +49.5% | +9.4% | +40.0% | +45.8% |
| 1Y | +163.8% | +16.9% | +146.9% | +152.7% |
| 3Y | +615.8% | +76.6% | +539.2% | +481.5% |
| 5Y | +548.4% | +66.2% | +482.2% | +435.2% |
| All | +1,500.5% | +174.9% | +1,325.6% | +1,156.2% |
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