+2,231.7%
AEP vs GIS
+1,482.6%
+749.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | +2.0% | -8.3% | +10.3% | +5.1% |
| 30D | +0.5% | +2.2% | -1.7% | -0.5% |
| 3M | -0.3% | +15.7% | -16.0% | -6.0% |
| 6M | -3.5% | -12.0% | +8.5% | +0.1% |
| YTD | +11.3% | -15.0% | +26.2% | +16.3% |
| 1Y | +20.2% | -20.1% | +40.4% | +28.2% |
| 3Y | +79.8% | -34.6% | +114.4% | +104.3% |
| 5Y | +65.6% | -22.8% | +88.4% | +76.5% |
| 10Y | +169.3% | -18.5% | +187.8% | +174.6% |
| All | +2,231.7% | +1,482.6% | +749.1% | +957.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling