+65.1%
AEP vs GRMN
+75.7%
-10.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | +1.5% | -13.1% | +14.6% | +2.6% |
| 3M | -1.7% | +14.9% | -16.6% | -3.1% |
| 6M | -4.0% | +13.1% | -17.1% | -5.4% |
| YTD | +10.6% | +35.3% | -24.7% | +6.9% |
| 1Y | +18.6% | +16.0% | +2.6% | +16.3% |
| 3Y | +78.7% | +179.6% | -100.9% | +41.2% |
| 5Y | +65.1% | +75.0% | -9.9% | +32.0% |
| All | +65.1% | +75.7% | -10.6% | +32.0% |
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 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