+55.8%
AEP vs GEHC
+30.8%
+25.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +2.5% | -2.3% | +4.7% | +2.6% |
| 30D | +3.4% | +19.0% | -15.7% | +2.3% |
| 3M | +4.2% | +13.3% | -9.1% | +3.4% |
| 6M | -0.8% | +31.5% | -32.3% | -2.6% |
| YTD | +15.2% | 0.0% | +15.3% | +15.0% |
| 1Y | +8.3% | +9.4% | -1.1% | +7.4% |
| 3Y | +84.2% | +18.3% | +65.8% | +78.7% |
| All | +55.8% | +30.8% | +25.1% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling