+76.8%
AEP vs GIS
-37.3%
+114.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.2% |
| 7D | -1.0% | -8.4% | +7.4% | +1.1% |
| 30D | -0.1% | -5.2% | +5.1% | +1.0% |
| 3M | -3.2% | +8.2% | -11.4% | -6.1% |
| 6M | -5.3% | -12.0% | +6.7% | -2.4% |
| YTD | +9.5% | -18.9% | +28.4% | +15.1% |
| 1Y | +17.5% | -23.6% | +41.1% | +25.9% |
| All | +76.8% | -37.3% | +114.1% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling