+6,781.2%
CME vs AEP
+1,095.3%
+5,685.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +1.8% | -3.4% | -2.4% |
| 30D | +6.2% | -0.8% | +7.0% | +6.5% |
| 3M | +10.4% | -1.8% | +12.3% | +11.0% |
| 6M | -9.5% | -5.4% | -4.2% | -7.8% |
| YTD | +6.0% | +10.4% | -4.4% | +0.3% |
| 1Y | +9.3% | +18.2% | -8.9% | -0.3% |
| 3Y | +57.7% | +79.0% | -21.3% | +15.7% |
| 5Y | +77.7% | +64.8% | +12.8% | +33.2% |
| 10Y | +281.2% | +170.8% | +110.4% | +114.9% |
| All | +6,781.2% | +1,095.3% | +5,685.9% | +1,764.9% |
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 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