+170.5%
AEP vs GDDY
+207.2%
-36.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -1.1% | +6.8% | -7.9% | -1.5% |
| 3M | -3.3% | +30.5% | -33.7% | -5.2% |
| 6M | -4.6% | +13.3% | -18.0% | -5.9% |
| YTD | +9.4% | -21.0% | +30.4% | +10.7% |
| 1Y | +16.9% | -34.0% | +50.9% | +19.9% |
| 3Y | +76.6% | +33.1% | +43.6% | +67.5% |
| 5Y | +66.2% | +30.3% | +35.9% | +56.5% |
| All | +170.5% | +207.2% | -36.7% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling