+170.8%
AEP vs GRMN
+646.1%
-475.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -0.1% | -12.1% | +12.0% | +2.0% |
| 3M | -3.2% | +18.0% | -21.2% | -6.4% |
| 6M | -5.3% | +13.7% | -19.0% | -8.0% |
| YTD | +9.5% | +35.3% | -25.8% | +2.7% |
| 1Y | +17.5% | +17.2% | +0.3% | +12.7% |
| 3Y | +77.0% | +179.6% | -102.6% | +30.8% |
| 5Y | +66.4% | +75.6% | -9.2% | +37.5% |
| All | +170.8% | +646.1% | -475.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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