+87.8%
AEP vs GRMN
+119.4%
-31.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | +2.5% | -0.1% | +2.5% | +2.5% |
| 30D | +3.4% | +3.5% | -0.2% | +3.1% |
| 3M | +4.2% | -7.3% | +11.5% | +4.8% |
| 6M | -0.8% | +21.8% | -22.6% | -2.8% |
| YTD | +15.2% | +42.8% | -27.6% | +10.8% |
| 1Y | +8.3% | +46.5% | -38.2% | +3.8% |
| 3Y | +84.2% | +158.3% | -74.1% | +48.2% |
| 5Y | +87.8% | +122.6% | -34.8% | +50.3% |
| All | +87.8% | +119.4% | -31.6% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling