+177.7%
AEP vs GPC
+83.6%
+94.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +1.5% | +1.3% | +0.2% | +1.1% |
| 3M | -1.7% | +37.1% | -38.8% | -9.2% |
| 6M | -4.0% | +23.2% | -27.2% | -9.3% |
| YTD | +10.6% | +13.1% | -2.5% | +6.0% |
| 1Y | +18.6% | +0.9% | +17.8% | +16.8% |
| 3Y | +78.7% | -0.8% | +79.5% | +72.9% |
| 5Y | +65.1% | +31.1% | +34.0% | +46.3% |
| 10Y | +177.7% | +87.4% | +90.3% | +109.5% |
| All | +177.7% | +83.6% | +94.1% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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