+356.1%
GLW vs AEP
+82.1%
+274.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.4% | +7.8% | +9.0% |
| 7D | -5.9% | -1.5% | -4.4% | -5.7% |
| 30D | -26.0% | +4.5% | -30.5% | -26.5% |
| 3M | -29.9% | +2.8% | -32.7% | -30.2% |
| 6M | -37.8% | -0.7% | -37.1% | -37.9% |
| YTD | +33.1% | +13.8% | +19.3% | +31.2% |
| 1Y | +36.8% | +9.0% | +27.9% | +35.2% |
| 3Y | +356.1% | +83.0% | +273.1% | +334.8% |
| All | +356.1% | +82.1% | +274.0% | +334.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling