+2,938.0%
GE vs AEP
+2,329.7%
+608.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.0% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | +11.1% | +4.8% | +6.3% | +9.0% |
| 3M | -6.7% | +5.4% | -12.1% | -8.7% |
| 6M | +14.3% | +0.4% | +13.9% | +13.7% |
| YTD | +11.7% | +15.5% | -3.8% | +5.3% |
| 1Y | +10.9% | +8.5% | +2.4% | +6.9% |
| 3Y | +279.0% | +84.6% | +194.4% | +192.3% |
| 5Y | +427.0% | +86.9% | +340.1% | +299.0% |
| 10Y | +158.6% | +205.1% | -46.6% | +57.6% |
| All | +2,938.0% | +2,329.7% | +608.3% | +553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling