+562.0%
GLW vs AEP
+206.3%
+355.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.4% | +7.0% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -18.2% | +4.8% | -23.0% | -19.8% |
| 3M | -24.2% | +5.4% | -29.5% | -25.8% |
| 6M | -41.7% | +0.4% | -42.1% | -42.0% |
| YTD | +38.3% | +15.5% | +22.8% | +29.9% |
| 1Y | +38.2% | +8.5% | +29.7% | +33.0% |
| 3Y | +363.4% | +84.6% | +278.8% | +246.9% |
| 5Y | +254.6% | +86.9% | +167.7% | +159.2% |
| 10Y | +562.0% | +205.1% | +356.8% | +370.5% |
| All | +562.0% | +206.3% | +355.6% | +370.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling