+43.8%
AEP vs GGLL
+210.8%
-166.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +2.9% | +7.7% | -4.8% | +2.9% |
| 30D | +3.2% | -30.2% | +33.4% | +3.0% |
| 3M | +3.8% | -31.3% | +35.1% | +3.6% |
| 6M | +2.5% | -52.1% | +54.6% | +2.4% |
| YTD | +15.5% | -25.9% | +41.3% | +15.1% |
| 1Y | +9.6% | -8.5% | +18.1% | +9.1% |
| 3Y | +91.2% | +165.5% | -74.4% | +82.1% |
| All | +43.8% | +210.8% | -166.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling