+29.5%
AEP vs GLXY
-38.3%
+67.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.8% | +1.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +4.5% | -28.6% | +33.1% | +4.6% |
| 3M | +2.8% | -28.1% | +30.9% | +3.0% |
| 6M | -0.7% | -52.0% | +51.3% | -0.3% |
| YTD | +13.8% | -35.1% | +49.0% | +13.4% |
| 1Y | +9.0% | -54.0% | +63.0% | +9.2% |
| All | +29.5% | -38.3% | +67.7% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling