+205.1%
AEP vs GEN
+156.5%
+48.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +0.7% | -0.8% | +1.6% | +0.8% |
| 30D | +4.8% | +31.2% | -26.4% | +2.7% |
| 3M | +5.4% | +6.1% | -0.7% | +4.6% |
| 6M | +0.4% | +38.1% | -37.7% | -2.5% |
| YTD | +15.5% | +14.4% | +1.1% | +13.9% |
| 1Y | +8.5% | +15.1% | -6.6% | +6.9% |
| 3Y | +84.6% | +68.5% | +16.1% | +74.1% |
| 5Y | +86.9% | +35.8% | +51.1% | +78.2% |
| 10Y | +205.1% | +155.4% | +49.8% | +173.7% |
| All | +205.1% | +156.5% | +48.7% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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