+17.1%
AEP vs GFS
+44.4%
-27.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | +3.2% | -4.2% | -1.0% |
| 30D | -0.1% | -9.6% | +9.5% | 0.0% |
| 3M | -3.2% | -38.5% | +35.3% | -3.4% |
| 6M | -5.3% | -1.3% | -4.0% | -5.9% |
| YTD | +9.5% | +31.8% | -22.3% | +9.5% |
| All | +17.1% | +44.4% | -27.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling