+7,654.3%
CME vs AEP
+1,147.1%
+6,507.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +1.5% |
| 30D | +13.5% | +3.4% | +10.1% | +11.7% |
| 3M | +20.9% | +4.2% | +16.7% | +18.4% |
| 6M | +11.5% | -0.8% | +12.3% | +11.3% |
| YTD | +19.5% | +15.2% | +4.2% | +10.7% |
| 1Y | +17.2% | +8.3% | +8.9% | +11.7% |
| 3Y | +65.1% | +84.2% | -19.0% | +19.9% |
| 5Y | +73.1% | +87.8% | -14.7% | +21.7% |
| 10Y | +305.3% | +204.4% | +100.8% | +116.0% |
| All | +7,654.3% | +1,147.1% | +6,507.3% | +1,958.1% |
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