+38.7%
CTSH vs AEP
+196.9%
-158.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +9.8% | +4.9% | +4.9% | +7.9% |
| 3M | +12.1% | +4.9% | +7.3% | +10.0% |
| 6M | +27.4% | -0.3% | +27.7% | +26.8% |
| YTD | -20.3% | +14.3% | -34.5% | -25.5% |
| 1Y | -8.8% | +7.5% | -16.3% | -12.7% |
| 3Y | +4.0% | +82.6% | -78.6% | -22.4% |
| 5Y | -12.2% | +81.5% | -93.7% | -35.5% |
| 10Y | +38.7% | +203.2% | -164.5% | -14.8% |
| All | +38.7% | +196.9% | -158.2% | -14.8% |
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