+91.2%
AEP vs GAP
+70.6%
+20.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.2% |
| 7D | +2.9% | -1.9% | +4.8% | +2.9% |
| 30D | +3.2% | -7.1% | +10.3% | +3.3% |
| 3M | +3.8% | +4.1% | -0.3% | +3.8% |
| 6M | +2.5% | +1.9% | +0.6% | +2.5% |
| YTD | +15.5% | -15.2% | +30.7% | +15.5% |
| 1Y | +9.6% | -10.6% | +20.2% | +9.6% |
| 3Y | +91.2% | +74.6% | +16.6% | +88.6% |
| All | +91.2% | +70.6% | +20.6% | +88.6% |
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