+67.2%
AEP vs GNRC
-58.7%
+125.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.1% | -15.7% | +14.7% | -0.1% |
| 3M | -3.3% | -27.3% | +24.1% | -1.6% |
| 6M | -4.6% | -12.1% | +7.4% | -4.5% |
| YTD | +9.4% | +37.1% | -27.7% | +6.1% |
| 1Y | +16.9% | -0.5% | +17.4% | +15.7% |
| 3Y | +76.6% | +61.5% | +15.1% | +65.7% |
| All | +67.2% | -58.7% | +125.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling