+342.1%
GLW vs AEP
+65.1%
+277.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +3.8% | +1.8% | +2.0% | +3.3% |
| 30D | -1.3% | -0.8% | -0.5% | -1.1% |
| 3M | -21.8% | -1.8% | -20.0% | -21.7% |
| 6M | +6.9% | -5.4% | +12.3% | +8.0% |
| YTD | +77.2% | +10.4% | +66.7% | +72.1% |
| 1Y | +123.2% | +18.2% | +105.1% | +113.3% |
| 3Y | +400.0% | +79.0% | +321.0% | +311.4% |
| All | +342.1% | +65.1% | +277.0% | +262.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling