+2,214.6%
AEP vs GPC
+2,341.8%
-127.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +1.8% | +1.2% | +0.6% | +1.4% |
| 30D | -0.8% | +6.0% | -6.8% | -2.6% |
| 3M | -1.8% | +42.6% | -44.5% | -12.4% |
| 6M | -5.4% | +22.8% | -28.1% | -11.8% |
| YTD | +10.4% | +15.5% | -5.0% | +4.1% |
| 1Y | +18.2% | +2.0% | +16.1% | +15.4% |
| 3Y | +79.0% | -1.4% | +80.4% | +71.9% |
| 5Y | +64.8% | +30.6% | +34.2% | +42.6% |
| 10Y | +170.8% | +80.6% | +90.2% | +98.4% |
| All | +2,214.6% | +2,341.8% | -127.2% | +651.5% |
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 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