+152.0%
GE vs AEP
+207.1%
-55.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.7% | +2.9% | -0.2% | +1.7% |
| 30D | +8.1% | +3.2% | +4.9% | +6.9% |
| 3M | -7.9% | +3.8% | -11.7% | -9.1% |
| 6M | +12.9% | +2.5% | +10.4% | +11.7% |
| YTD | +8.2% | +15.5% | -7.3% | +2.7% |
| 1Y | +9.7% | +9.6% | +0.1% | +5.9% |
| 3Y | +266.1% | +91.2% | +175.0% | +185.6% |
| 5Y | +407.4% | +88.2% | +319.2% | +292.0% |
| All | +152.0% | +207.1% | -55.2% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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