+10.8%
AEP vs GIS
-17.8%
+28.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.0% |
| 7D | +0.8% | +8.5% | -7.7% | -0.1% |
| 30D | +7.9% | +15.3% | -7.4% | +6.3% |
| 3M | +1.5% | +0.9% | +0.5% | +0.8% |
| 6M | -2.6% | +7.9% | -10.5% | -4.4% |
| YTD | +14.7% | -17.6% | +32.2% | +13.6% |
| 1Y | +10.8% | -17.4% | +28.1% | +10.0% |
| All | +10.8% | -17.8% | +28.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling