+18.2%
AEP vs GAP
+1.5%
+16.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +1.8% | -4.5% | +6.3% | +1.8% |
| 30D | -0.8% | +9.0% | -9.9% | -0.8% |
| 3M | -1.8% | +5.0% | -6.8% | -1.8% |
| 6M | -5.4% | -17.8% | +12.4% | -5.3% |
| YTD | +10.4% | -10.4% | +20.8% | +10.5% |
| 1Y | +18.2% | -3.4% | +21.5% | +19.4% |
| All | +18.2% | +1.5% | +16.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling