+170.5%
AEP vs GPN
+28.5%
+142.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -4.3% | +3.4% | -0.3% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | -3.3% | +35.8% | -39.1% | -8.0% |
| 6M | -4.6% | +22.0% | -26.6% | -8.1% |
| YTD | +9.4% | +15.2% | -5.8% | +5.8% |
| 1Y | +16.9% | +3.5% | +13.4% | +14.9% |
| 3Y | +76.6% | -26.9% | +103.6% | +81.8% |
| 5Y | +66.2% | -44.2% | +110.4% | +77.6% |
| All | +170.5% | +28.5% | +142.0% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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