+19.3%
AEP vs GPC
-0.3%
+19.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +1.1% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | +0.5% | -0.4% | +0.9% | +0.5% |
| 3M | -0.3% | +39.2% | -39.5% | -3.4% |
| 6M | -3.5% | +18.2% | -21.7% | -6.5% |
| YTD | +11.3% | +12.1% | -0.8% | +7.7% |
| All | +19.3% | -0.3% | +19.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling