+67.6%
AEP vs GD
+97.9%
-30.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | +1.8% | -5.3% | +7.0% | +3.6% |
| 30D | -0.8% | -6.4% | +5.6% | +1.3% |
| 3M | -1.8% | +5.7% | -7.5% | -3.8% |
| 6M | -5.4% | -0.9% | -4.4% | -5.3% |
| YTD | +10.4% | +8.2% | +2.3% | +6.8% |
| 1Y | +18.2% | +13.4% | +4.7% | +12.0% |
| 3Y | +79.0% | +68.5% | +10.5% | +37.9% |
| All | +67.6% | +97.9% | -30.3% | +18.5% |
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