+2,214.6%
AEP vs GEN
+8,838.9%
-6,624.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | -0.8% | +10.1% | -11.0% | -1.4% |
| 3M | -1.8% | +16.1% | -17.9% | -2.7% |
| 6M | -5.4% | +38.9% | -44.2% | -7.3% |
| YTD | +10.4% | +14.4% | -4.0% | +9.3% |
| 1Y | +18.2% | +5.9% | +12.3% | +17.3% |
| 3Y | +79.0% | +58.8% | +20.2% | +73.0% |
| 5Y | +64.8% | +24.7% | +40.2% | +60.8% |
| 10Y | +170.8% | +163.1% | +7.8% | +150.4% |
| All | +2,214.6% | +8,838.9% | -6,624.2% | +1,585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling