+44.5%
CIEN vs AEP
+8.9%
+35.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +15.3% | +2.9% | +12.4% | +14.0% |
| 30D | -22.0% | +3.2% | -25.2% | -23.0% |
| 3M | -36.6% | +3.8% | -40.5% | -37.9% |
| 6M | -51.5% | +2.5% | -54.0% | -52.6% |
| YTD | +20.0% | +15.5% | +4.5% | +15.9% |
| 1Y | +44.5% | +9.6% | +34.8% | +44.6% |
| All | +44.5% | +8.9% | +35.5% | +44.6% |
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