+2,214.6%
AEP vs GD
+20,186.5%
-17,971.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +1.8% | -5.3% | +7.0% | +3.1% |
| 30D | -0.8% | -6.4% | +5.6% | +0.8% |
| 3M | -1.8% | +5.7% | -7.5% | -3.3% |
| 6M | -5.4% | -0.9% | -4.4% | -5.4% |
| YTD | +10.4% | +8.2% | +2.3% | +7.8% |
| 1Y | +18.2% | +13.4% | +4.7% | +13.8% |
| 3Y | +79.0% | +68.5% | +10.5% | +54.7% |
| 5Y | +64.8% | +97.2% | -32.3% | +37.0% |
| 10Y | +170.8% | +190.2% | -19.3% | +100.4% |
| All | +2,214.6% | +20,186.5% | -17,971.9% | +962.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling