+74.3%
AEP vs GFS
0.0%
+74.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -0.9% | +3.8% | -4.8% | -1.0% |
| 30D | -1.1% | -11.7% | +10.7% | -0.7% |
| 3M | -3.3% | -41.8% | +38.5% | -1.9% |
| 6M | -4.6% | +6.6% | -11.3% | -5.5% |
| YTD | +9.4% | +34.6% | -25.2% | +7.5% |
| 1Y | +16.9% | +46.2% | -29.2% | +14.4% |
| 3Y | +76.6% | -20.3% | +97.0% | +76.5% |
| All | +74.3% | 0.0% | +74.3% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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