+218.2%
GLD vs AEP
+170.1%
+48.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.1% | +0.9% | -0.7% | 0.0% |
| 30D | +0.2% | +1.5% | -1.3% | 0.0% |
| 3M | +3.2% | -1.7% | +4.9% | +3.3% |
| 6M | -14.6% | -4.0% | -10.6% | -14.4% |
| YTD | +1.8% | +10.6% | -8.8% | +0.5% |
| 1Y | +20.7% | +18.6% | +2.1% | +18.3% |
| 3Y | +126.5% | +78.7% | +47.8% | +111.9% |
| 5Y | +140.0% | +65.1% | +75.0% | +126.1% |
| 10Y | +218.2% | +177.7% | +40.5% | +178.2% |
| All | +218.2% | +170.1% | +48.1% | +178.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling