+77.8%
AEP vs GRAB
-74.3%
+152.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.9% | -10.8% | +9.9% | -1.0% |
| 30D | -1.1% | -15.5% | +14.5% | -1.2% |
| 3M | -3.3% | -9.0% | +5.7% | -3.3% |
| 6M | -4.6% | -21.6% | +17.0% | -4.8% |
| YTD | +9.4% | -38.9% | +48.3% | +9.1% |
| 1Y | +16.9% | -44.8% | +61.8% | +16.5% |
| 3Y | +76.6% | -18.4% | +95.1% | +76.5% |
| 5Y | +66.2% | -71.6% | +137.8% | +62.2% |
| All | +77.8% | -74.3% | +152.2% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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