+280.6%
CME vs AEP
+170.1%
+110.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +4.7% | +1.5% | +3.2% | +4.0% |
| 3M | +7.8% | -1.7% | +9.5% | +8.2% |
| 6M | -11.0% | -4.0% | -6.9% | -10.1% |
| YTD | +4.0% | +10.6% | -6.6% | -0.5% |
| 1Y | +9.1% | +18.6% | -9.5% | +1.2% |
| 3Y | +52.3% | +78.7% | -26.4% | +18.9% |
| 5Y | +76.1% | +65.1% | +11.0% | +39.9% |
| 10Y | +280.6% | +177.7% | +102.9% | +200.8% |
| All | +280.6% | +170.1% | +110.5% | +200.8% |
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