+2,276.7%
AEP vs GPC
+2,105.4%
+171.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | +4.1% | -1.8% | +5.9% | +4.5% |
| 3M | +4.1% | -6.6% | +10.7% | +6.0% |
| 6M | -1.0% | +21.3% | -22.4% | -7.5% |
| YTD | +13.4% | +4.3% | +9.1% | +10.0% |
| 1Y | +6.7% | +3.3% | +3.4% | +3.7% |
| 3Y | +81.3% | +0.8% | +80.5% | +72.7% |
| 5Y | +80.1% | +7.4% | +72.7% | +65.5% |
| 10Y | +200.9% | +79.2% | +121.6% | +119.9% |
| All | +2,276.7% | +2,105.4% | +171.4% | +694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling