+2,319.9%
AEP vs GAP
+2,131.7%
+188.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +2.9% | -1.9% | +4.8% | +3.0% |
| 30D | +3.2% | -7.1% | +10.3% | +3.7% |
| 3M | +3.8% | +4.1% | -0.3% | +3.2% |
| 6M | +2.5% | +1.9% | +0.6% | +1.8% |
| YTD | +15.5% | -15.2% | +30.7% | +16.0% |
| 1Y | +9.6% | -10.6% | +20.2% | +9.6% |
| 3Y | +91.2% | +74.6% | +16.6% | +74.3% |
| 5Y | +88.2% | +3.7% | +84.5% | +75.1% |
| 10Y | +205.1% | +2.4% | +202.7% | +162.9% |
| All | +2,319.9% | +2,131.7% | +188.3% | +1,157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling