+86.2%
AEP vs GFS
-25.2%
+111.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | +2.9% | +7.4% | -4.5% | +2.7% |
| 30D | +3.2% | -15.3% | +18.5% | +3.6% |
| 3M | +3.8% | -21.1% | +24.9% | +4.4% |
| 6M | +2.5% | -44.5% | +47.0% | +3.8% |
| YTD | +15.5% | +19.2% | -3.8% | +13.7% |
| 1Y | +9.6% | +27.2% | -17.6% | +7.6% |
| 3Y | +91.2% | -20.1% | +111.3% | +90.0% |
| All | +86.2% | -25.2% | +111.5% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling