+52.4%
GEV vs AEP
+10.7%
+41.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.3% |
| 7D | -5.1% | +0.8% | -6.0% | -5.1% |
| 30D | -15.8% | +7.9% | -23.8% | -16.1% |
| 3M | -18.2% | +1.5% | -19.6% | -18.4% |
| 6M | -22.4% | -2.6% | -19.8% | -22.7% |
| YTD | +27.7% | +14.7% | +13.1% | +28.0% |
| 1Y | +52.4% | +10.8% | +41.6% | +56.2% |
| All | +52.4% | +10.7% | +41.6% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling