+170.5%
AEP vs GIS
-19.5%
+190.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.9% | -6.4% | +5.4% | +1.4% |
| 30D | -1.1% | -6.1% | +5.0% | +0.9% |
| 3M | -3.3% | +7.8% | -11.1% | -6.8% |
| 6M | -4.6% | -8.8% | +4.2% | -2.3% |
| YTD | +9.4% | -19.1% | +28.5% | +16.8% |
| 1Y | +16.9% | -24.8% | +41.7% | +28.1% |
| 3Y | +76.6% | -37.6% | +114.2% | +106.6% |
| 5Y | +66.2% | -25.4% | +91.6% | +80.4% |
| All | +170.5% | -19.5% | +190.0% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling