+163.5%
CIEN vs AEP
+1,026.0%
-862.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.1% |
| 7D | -5.3% | +2.0% | -7.3% | -5.9% |
| 30D | -17.2% | +0.5% | -17.8% | -17.4% |
| 3M | -26.9% | -0.3% | -26.6% | -26.9% |
| 6M | +16.0% | -3.5% | +19.5% | +17.1% |
| YTD | +45.9% | +11.3% | +34.7% | +40.7% |
| 1Y | +186.8% | +20.2% | +166.6% | +169.5% |
| 3Y | +607.8% | +79.8% | +528.0% | +465.7% |
| 5Y | +506.7% | +65.6% | +441.2% | +394.9% |
| 10Y | +1,438.7% | +169.3% | +1,269.4% | +940.3% |
| All | +163.5% | +1,026.0% | -862.5% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling