+867.9%
GLW vs AEP
+170.1%
+697.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +16.9% | +0.9% | +16.0% | +16.5% |
| 30D | +7.0% | +1.5% | +5.5% | +6.4% |
| 3M | -3.0% | -1.7% | -1.3% | -2.6% |
| 6M | +31.0% | -4.0% | +35.0% | +32.5% |
| YTD | +93.4% | +10.6% | +82.8% | +85.0% |
| 1Y | +134.7% | +18.6% | +116.1% | +118.2% |
| 3Y | +471.8% | +78.7% | +393.1% | +334.2% |
| 5Y | +394.5% | +65.1% | +329.4% | +283.9% |
| 10Y | +867.9% | +177.7% | +690.2% | +600.5% |
| All | +867.9% | +170.1% | +697.8% | +600.5% |
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