+77.2%
CME vs AEP
+68.7%
+8.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.9% | +2.0% | -4.9% | -3.3% |
| 30D | +5.5% | +0.5% | +5.0% | +5.3% |
| 3M | +11.0% | -0.3% | +11.3% | +10.9% |
| 6M | -9.7% | -3.5% | -6.2% | -9.2% |
| YTD | +4.9% | +11.3% | -6.4% | +1.4% |
| 1Y | +10.1% | +20.2% | -10.2% | +3.9% |
| 3Y | +53.5% | +79.8% | -26.3% | +29.8% |
| 5Y | +77.2% | +65.6% | +11.6% | +51.9% |
| All | +77.2% | +68.7% | +8.5% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling