+801.5%
AEP vs GPN
+2,449.8%
-1,648.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | +0.9% | -6.2% | +7.1% | +2.0% |
| 30D | +1.5% | +1.0% | +0.5% | +1.2% |
| 3M | -1.7% | +36.9% | -38.6% | -7.1% |
| 6M | -4.0% | +16.8% | -20.8% | -7.3% |
| YTD | +10.6% | +13.2% | -2.6% | +6.8% |
| 1Y | +18.6% | +1.4% | +17.2% | +16.4% |
| 3Y | +78.7% | -28.6% | +107.3% | +83.0% |
| 5Y | +65.1% | -47.0% | +112.1% | +75.0% |
| 10Y | +177.7% | +25.2% | +152.6% | +144.1% |
| All | +801.5% | +2,449.8% | -1,648.3% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling