+417.9%
GE vs AEP
+64.9%
+353.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -11.3% | +1.5% | -12.7% | -11.6% |
| 3M | -1.4% | -1.7% | +0.3% | -1.1% |
| 6M | +1.2% | -4.0% | +5.3% | +1.9% |
| YTD | +5.9% | +10.6% | -4.7% | +3.4% |
| 1Y | +18.4% | +18.6% | -0.2% | +13.9% |
| 3Y | +271.0% | +78.7% | +192.3% | +217.5% |
| 5Y | +417.9% | +65.1% | +352.9% | +355.0% |
| All | +417.9% | +64.9% | +353.0% | +355.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling