+133.1%
AEP vs GH
+481.7%
-348.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | -0.8% | -1.1% | +0.3% | -0.8% |
| 3M | -1.8% | +21.3% | -23.1% | -2.5% |
| 6M | -5.4% | +73.5% | -78.9% | -7.2% |
| YTD | +10.4% | +58.0% | -47.6% | +8.6% |
| 1Y | +18.2% | +163.1% | -144.9% | +14.1% |
| 3Y | +79.0% | +361.0% | -282.1% | +66.8% |
| 5Y | +64.8% | +22.5% | +42.3% | +59.1% |
| All | +133.1% | +481.7% | -348.5% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling