+53.5%
CME vs AEP
+80.6%
-27.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.9% | +2.0% | -4.9% | -3.2% |
| 30D | +5.5% | +0.5% | +5.0% | +5.4% |
| 3M | +11.0% | -0.3% | +11.3% | +10.8% |
| 6M | -9.7% | -3.5% | -6.2% | -9.4% |
| YTD | +4.9% | +11.3% | -6.4% | +2.0% |
| 1Y | +10.1% | +20.2% | -10.2% | +4.7% |
| 3Y | +53.5% | +79.8% | -26.3% | +40.3% |
| All | +53.5% | +80.6% | -27.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling