+322.0%
CMG vs AEP
+174.9%
+147.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -0.9% | -1.1% | -1.9% |
| 30D | +10.9% | -1.1% | +12.0% | +11.0% |
| 3M | +15.8% | -3.3% | +19.1% | +16.2% |
| 6M | +6.9% | -4.6% | +11.6% | +7.4% |
| YTD | -2.2% | +9.4% | -11.6% | -3.5% |
| 1Y | -7.1% | +16.9% | -24.0% | -9.3% |
| 3Y | -7.1% | +76.6% | -83.8% | -15.5% |
| 5Y | -4.8% | +66.2% | -71.0% | -12.4% |
| All | +322.0% | +174.9% | +147.1% | +331.9% |
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 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