+37.6%
AEP vs GGLL
+328.7%
-291.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | -0.2% |
| 7D | +1.8% | -4.8% | +6.6% | +1.8% |
| 30D | -0.8% | -13.7% | +12.9% | -0.9% |
| 3M | -1.8% | -21.9% | +20.0% | -1.8% |
| 6M | -5.4% | +11.7% | -17.0% | -5.5% |
| YTD | +10.4% | +2.3% | +8.2% | +10.2% |
| 1Y | +18.2% | +76.2% | -58.0% | +17.9% |
| 3Y | +79.0% | +245.0% | -166.0% | +71.4% |
| All | +37.6% | +328.7% | -291.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling