+710.6%
AEP vs GRMN
+6,655.2%
-5,944.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | -0.8% | -8.4% | +7.6% | +0.3% |
| 3M | -1.8% | +15.0% | -16.8% | -3.9% |
| 6M | -5.4% | +11.2% | -16.6% | -7.1% |
| YTD | +10.4% | +37.7% | -27.3% | +5.3% |
| 1Y | +18.2% | +18.5% | -0.3% | +14.6% |
| 3Y | +79.0% | +175.8% | -96.8% | +52.1% |
| 5Y | +64.8% | +75.1% | -10.3% | +47.7% |
| 10Y | +170.8% | +637.0% | -466.2% | +101.4% |
| All | +710.6% | +6,655.2% | -5,944.6% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling