+31.0%
AEP vs GLXY
-35.4%
+66.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.2% |
| 7D | +2.5% | +16.9% | -14.5% | +2.4% |
| 30D | +3.4% | -23.0% | +26.4% | +3.4% |
| 3M | +4.2% | -28.0% | +32.2% | +4.3% |
| 6M | -0.8% | -51.6% | +50.8% | -0.3% |
| YTD | +15.2% | -32.1% | +47.3% | +14.7% |
| 1Y | +8.3% | -51.5% | +59.8% | +8.5% |
| All | +31.0% | -35.4% | +66.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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