+76.8%
AEP vs GAP
+103.6%
-26.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -1.0% | -6.3% | +5.3% | -0.9% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | -3.2% | 0.0% | -3.2% | -3.2% |
| 6M | -5.3% | -8.1% | +2.8% | -5.2% |
| YTD | +9.5% | -16.5% | +26.0% | +9.7% |
| 1Y | +17.5% | -10.5% | +28.0% | +17.5% |
| All | +76.8% | +103.6% | -26.8% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling