+569.7%
CIEN vs AEP
+85.2%
+484.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +27.4% | +2.5% | +24.9% | +27.6% |
| 30D | -26.6% | +3.4% | -30.0% | -26.3% |
| 3M | -32.0% | +4.2% | -36.2% | -31.8% |
| 6M | -49.1% | -0.8% | -48.3% | -49.3% |
| YTD | +25.7% | +15.2% | +10.5% | +29.9% |
| 1Y | +40.3% | +8.3% | +32.0% | +42.6% |
| All | +569.7% | +85.2% | +484.5% | +576.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling