+88.2%
AEP vs GSK
+42.5%
+45.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +4.8% | +7.8% | -3.0% | +2.9% |
| 3M | +5.4% | +0.3% | +5.0% | +5.1% |
| 6M | +0.4% | +3.4% | -3.1% | -0.7% |
| YTD | +15.5% | +5.9% | +9.6% | +13.2% |
| 1Y | +8.5% | +8.2% | +0.3% | +5.7% |
| 3Y | +84.6% | +65.3% | +19.3% | +59.5% |
| All | +88.2% | +42.5% | +45.8% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling