+127.0%
CIEN vs AEP
+1,066.2%
-939.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +27.4% | +2.5% | +24.9% | +26.5% |
| 30D | -26.6% | +3.4% | -30.0% | -27.4% |
| 3M | -32.0% | +4.2% | -36.2% | -32.9% |
| 6M | -49.1% | -0.8% | -48.3% | -49.1% |
| YTD | +25.7% | +15.2% | +10.5% | +19.8% |
| 1Y | +40.3% | +8.3% | +32.0% | +36.4% |
| 3Y | +566.2% | +84.2% | +482.0% | +428.6% |
| 5Y | +378.7% | +87.8% | +290.9% | +274.0% |
| 10Y | +1,252.3% | +204.4% | +1,047.9% | +777.2% |
| All | +127.0% | +1,066.2% | -939.2% | +19.4% |
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