+2,883.5%
GE vs AEP
+2,223.4%
+660.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.6% | +1.8% | -3.4% | -2.3% |
| 30D | -11.6% | -0.8% | -10.8% | -11.3% |
| 3M | +3.0% | -1.8% | +4.9% | +3.5% |
| 6M | -0.5% | -5.4% | +4.8% | +1.2% |
| YTD | +9.7% | +10.4% | -0.7% | +5.2% |
| 1Y | +20.0% | +18.2% | +1.9% | +12.0% |
| 3Y | +275.8% | +79.0% | +196.9% | +192.9% |
| 5Y | +429.1% | +64.8% | +364.2% | +320.6% |
| 10Y | +151.2% | +170.8% | -19.7% | +60.3% |
| All | +2,883.5% | +2,223.4% | +660.2% | +553.1% |
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