+41.8%
AEP vs GGLL
+195.8%
-154.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.4% |
| 7D | -1.5% | +6.3% | -7.9% | -1.5% |
| 30D | +4.5% | -35.1% | +39.6% | +4.3% |
| 3M | +2.8% | -37.7% | +40.5% | +2.6% |
| 6M | -0.7% | -54.1% | +53.4% | -0.7% |
| YTD | +13.8% | -29.4% | +43.3% | +13.4% |
| 1Y | +9.0% | -13.4% | +22.4% | +8.5% |
| 3Y | +83.0% | +158.3% | -75.3% | +73.9% |
| All | +41.8% | +195.8% | -154.0% | +34.0% |
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