+170.5%
AEP vs GSK
+80.1%
+90.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | -1.1% | -3.4% | +2.4% | -0.1% |
| 3M | -3.3% | -8.1% | +4.8% | -0.9% |
| 6M | -4.6% | -11.1% | +6.5% | -1.5% |
| YTD | +9.4% | +0.7% | +8.7% | +8.2% |
| 1Y | +16.9% | +20.1% | -3.2% | +8.9% |
| 3Y | +76.6% | +46.1% | +30.5% | +51.2% |
| 5Y | +66.2% | +48.2% | +18.0% | +38.5% |
| All | +170.5% | +80.1% | +90.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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