+509.1%
CIEN vs AEP
+64.9%
+444.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.6% | +0.9% | -5.5% | -4.7% |
| 30D | -12.8% | +1.5% | -14.3% | -13.0% |
| 3M | -23.1% | -1.7% | -21.4% | -23.0% |
| 6M | +6.1% | -4.0% | +10.2% | +6.5% |
| YTD | +44.5% | +10.6% | +33.9% | +43.0% |
| 1Y | +176.6% | +18.6% | +158.0% | +172.0% |
| 3Y | +601.0% | +78.7% | +522.3% | +503.1% |
| 5Y | +509.1% | +65.1% | +444.0% | +454.6% |
| All | +509.1% | +64.9% | +444.2% | +454.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling