+715.5%
AEP vs GME
+1,082.6%
-367.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +1.8% | +7.2% | -5.4% | +1.6% |
| 30D | -0.8% | +0.8% | -1.6% | -0.8% |
| 3M | -1.8% | -14.0% | +12.1% | -1.5% |
| 6M | -5.4% | -19.7% | +14.4% | -4.9% |
| YTD | +10.4% | -4.6% | +15.0% | +10.4% |
| 1Y | +18.2% | -14.3% | +32.5% | +18.4% |
| 3Y | +79.0% | +4.0% | +74.9% | +71.9% |
| 5Y | +64.8% | -62.2% | +127.0% | +59.8% |
| 10Y | +170.8% | +241.4% | -70.5% | +78.7% |
| All | +715.5% | +1,082.6% | -367.1% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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