+91.2%
AEP vs GD
+58.2%
+33.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | +2.7% | +0.2% | +2.4% |
| 30D | +3.2% | +8.6% | -5.4% | +1.7% |
| 3M | +3.8% | -7.1% | +10.9% | +5.0% |
| 6M | +2.5% | +7.5% | -5.0% | +1.2% |
| YTD | +15.5% | +9.9% | +5.6% | +13.4% |
| 1Y | +9.6% | +7.6% | +2.1% | +8.1% |
| 3Y | +91.2% | +56.2% | +35.0% | +69.8% |
| All | +91.2% | +58.2% | +33.0% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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