+606.9%
GEV vs AEP
+62.0%
+544.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -3.1% |
| 7D | -1.9% | -1.0% | -0.9% | -2.1% |
| 30D | -8.7% | -0.1% | -8.6% | -8.7% |
| 3M | +6.6% | -3.2% | +9.8% | +5.8% |
| 6M | +10.2% | -5.3% | +15.5% | +8.8% |
| YTD | +41.6% | +9.5% | +32.1% | +46.8% |
| 1Y | +43.9% | +17.5% | +26.4% | +53.9% |
| All | +606.9% | +62.0% | +544.9% | +699.0% |
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