+643.2%
GEV vs AEP
+64.6%
+578.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.3% |
| 7D | +8.1% | +2.0% | +6.1% | +8.6% |
| 30D | -1.9% | +0.5% | -2.4% | -1.8% |
| 3M | +4.1% | -0.3% | +4.4% | +4.0% |
| 6M | +23.2% | -3.5% | +26.7% | +22.2% |
| YTD | +48.9% | +11.3% | +37.6% | +54.9% |
| 1Y | +62.2% | +20.2% | +42.0% | +74.6% |
| All | +643.2% | +64.6% | +578.6% | +743.2% |
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 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