+38.6%
AEP vs GGLL
+328.4%
-289.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.0% | +1.9% | +0.1% | +2.0% |
| 30D | +0.5% | -9.7% | +10.3% | +0.5% |
| 3M | -0.3% | -18.0% | +17.7% | -0.3% |
| 6M | -3.5% | +15.3% | -18.7% | -3.7% |
| YTD | +11.3% | +2.2% | +9.1% | +11.1% |
| 1Y | +20.2% | +73.1% | -52.9% | +19.9% |
| 3Y | +79.8% | +242.7% | -162.9% | +72.3% |
| All | +38.6% | +328.4% | -289.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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