+211.7%
AEP vs GRMN
+628.7%
-417.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +3.2% | +1.2% | +2.0% | +2.9% |
| 3M | +3.8% | -8.9% | +12.7% | +5.3% |
| 6M | +2.5% | +23.0% | -20.5% | -1.8% |
| YTD | +15.5% | +41.2% | -25.8% | +7.3% |
| 1Y | +9.6% | +47.5% | -37.9% | +0.9% |
| 3Y | +91.2% | +155.8% | -64.6% | +45.1% |
| 5Y | +88.2% | +120.2% | -32.0% | +46.2% |
| All | +211.7% | +628.7% | -417.0% | +91.0% |
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