+78.6%
AEP vs GEN
+57.6%
+20.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.9% | -2.9% | +3.8% | +1.0% |
| 30D | +1.5% | +2.1% | -0.6% | +1.4% |
| 3M | -1.7% | +19.7% | -21.4% | -2.2% |
| 6M | -4.0% | +33.3% | -37.3% | -4.8% |
| YTD | +10.6% | +11.1% | -0.5% | +11.7% |
| 1Y | +18.6% | +3.0% | +15.6% | +20.9% |
| All | +78.6% | +57.6% | +20.9% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling