+75.8%
AEP vs GTLB
-49.8%
+125.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | -0.1% | +12.3% | -12.4% | -0.1% |
| 3M | -3.2% | +65.9% | -69.1% | -3.1% |
| 6M | -5.3% | +104.0% | -109.3% | -5.3% |
| YTD | +9.5% | +26.0% | -16.5% | +9.8% |
| 1Y | +17.5% | -3.5% | +21.0% | +18.0% |
| 3Y | +77.0% | -9.6% | +86.6% | +76.7% |
| All | +75.8% | -49.8% | +125.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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