+1,146.8%
CIEN vs AEP
+207.1%
+939.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +15.3% | +2.9% | +12.4% | +14.4% |
| 30D | -22.0% | +3.2% | -25.2% | -22.7% |
| 3M | -36.6% | +3.8% | -40.5% | -37.4% |
| 6M | -51.5% | +2.5% | -54.0% | -51.9% |
| YTD | +20.0% | +15.5% | +4.5% | +15.2% |
| 1Y | +44.5% | +9.6% | +34.8% | +40.6% |
| 3Y | +539.0% | +91.2% | +447.9% | +406.3% |
| 5Y | +356.8% | +88.2% | +268.6% | +261.2% |
| All | +1,146.8% | +207.1% | +939.7% | +850.1% |
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