+16.9%
AEP vs GIS
-24.1%
+41.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -6.4% | +5.4% | -0.4% |
| 30D | -1.1% | -6.1% | +5.0% | -0.7% |
| 3M | -3.3% | +7.8% | -11.1% | -4.5% |
| 6M | -4.6% | -8.8% | +4.2% | -4.8% |
| YTD | +9.4% | -19.1% | +28.5% | +9.2% |
| 1Y | +16.9% | -24.8% | +41.7% | +17.9% |
| All | +16.9% | -24.1% | +41.1% | +17.9% |
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