+170.5%
AEP vs GFI
+1,066.8%
-896.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.9% | -4.9% | +3.9% | -0.7% |
| 30D | -1.1% | +10.7% | -11.8% | -1.7% |
| 3M | -3.3% | +25.6% | -28.9% | -4.8% |
| 6M | -4.6% | -8.3% | +3.6% | -4.6% |
| YTD | +9.4% | +6.3% | +3.1% | +8.1% |
| 1Y | +16.9% | +22.1% | -5.1% | +14.1% |
| 3Y | +76.6% | +289.2% | -212.6% | +58.2% |
| 5Y | +66.2% | +531.7% | -465.5% | +43.5% |
| All | +170.5% | +1,066.8% | -896.3% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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