+48.1%
AEP vs GEHC
+2.6%
+45.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.9% |
| 7D | -1.0% | -7.9% | +6.9% | -0.5% |
| 30D | -0.1% | -11.7% | +11.6% | +0.6% |
| 3M | -3.2% | +0.8% | -4.0% | -3.4% |
| 6M | -5.3% | -11.6% | +6.3% | -4.8% |
| YTD | +9.5% | -21.6% | +31.1% | +10.9% |
| 1Y | +17.5% | -15.3% | +32.8% | +18.2% |
| 3Y | +77.0% | -0.5% | +77.5% | +73.1% |
| All | +48.1% | +2.6% | +45.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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