+143.7%
AEP vs GH
+446.7%
-302.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +2.9% | +0.6% | +2.3% | +2.9% |
| 30D | +3.2% | -6.9% | +10.1% | +3.4% |
| 3M | +3.8% | -4.9% | +8.7% | +3.9% |
| 6M | +2.5% | +54.1% | -51.6% | +0.9% |
| YTD | +15.5% | +48.5% | -33.0% | +13.6% |
| 1Y | +9.6% | +61.2% | -51.6% | +7.5% |
| 3Y | +91.2% | +570.3% | -479.2% | +75.6% |
| 5Y | +88.2% | +46.1% | +42.1% | +79.9% |
| All | +143.7% | +446.7% | -302.9% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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