+78.6%
AEP vs GTLB
-12.2%
+90.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.7% |
| 7D | +0.9% | -6.6% | +7.5% | +0.7% |
| 30D | +1.5% | +13.7% | -12.3% | +2.0% |
| 3M | -1.7% | +52.9% | -54.6% | -0.1% |
| 6M | -4.0% | +88.5% | -92.5% | -1.7% |
| YTD | +10.6% | +23.4% | -12.8% | +12.5% |
| 1Y | +18.6% | -3.8% | +22.4% | +20.3% |
| All | +78.6% | -12.2% | +90.7% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling