+80.5%
AEP vs GD
+94.5%
-14.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | -2.8% | -5.0% | +2.1% | -1.2% |
| 30D | +3.6% | +8.9% | -5.3% | +0.8% |
| 3M | +1.8% | -8.0% | +9.8% | +4.5% |
| 6M | -3.1% | +2.9% | -6.0% | -4.3% |
| YTD | +12.2% | +7.1% | +5.2% | +8.8% |
| 1Y | +9.1% | +5.9% | +3.2% | +6.1% |
| 3Y | +77.9% | +53.9% | +24.0% | +43.5% |
| All | +80.5% | +94.5% | -14.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling