+526.0%
GLW vs AEP
+207.1%
+318.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | +2.9% | +4.9% | +6.6% |
| 30D | -18.8% | +3.2% | -22.0% | -19.9% |
| 3M | -27.7% | +3.8% | -31.6% | -28.8% |
| 6M | -44.4% | +2.5% | -46.9% | -45.1% |
| YTD | +31.3% | +15.5% | +15.8% | +23.3% |
| 1Y | +40.0% | +9.6% | +30.4% | +34.2% |
| 3Y | +339.2% | +91.2% | +248.1% | +223.4% |
| 5Y | +229.2% | +88.2% | +141.0% | +139.6% |
| All | +526.0% | +207.1% | +318.8% | +341.3% |
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