+4,542.6%
GLW vs AEP
+2,223.4%
+2,319.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +3.8% | +1.8% | +2.0% | +3.1% |
| 30D | -1.3% | -0.8% | -0.5% | -1.0% |
| 3M | -21.8% | -1.8% | -20.0% | -21.6% |
| 6M | +6.9% | -5.4% | +12.3% | +8.6% |
| YTD | +77.2% | +10.4% | +66.7% | +70.4% |
| 1Y | +123.2% | +18.2% | +105.1% | +109.5% |
| 3Y | +400.0% | +79.0% | +321.0% | +296.6% |
| 5Y | +342.8% | +64.8% | +278.0% | +258.7% |
| 10Y | +771.4% | +170.8% | +600.5% | +487.0% |
| All | +4,542.6% | +2,223.4% | +2,319.2% | +1,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling