+305.8%
CME vs AEP
+206.3%
+99.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | +2.5% | +0.7% | +1.7% | +2.2% |
| 30D | +13.9% | +4.8% | +9.1% | +11.9% |
| 3M | +22.4% | +5.4% | +17.0% | +19.9% |
| 6M | +12.9% | +0.4% | +12.5% | +12.3% |
| YTD | +19.6% | +15.5% | +4.1% | +12.3% |
| 1Y | +17.7% | +8.5% | +9.2% | +13.2% |
| 3Y | +65.3% | +84.6% | -19.3% | +26.9% |
| 5Y | +75.1% | +86.9% | -11.8% | +30.8% |
| 10Y | +305.8% | +205.1% | +100.6% | +203.5% |
| All | +305.8% | +206.3% | +99.4% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling