+3,273.8%
GLW vs AEP
+2,303.9%
+969.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -11.1% | -0.8% | -10.3% | -10.7% |
| 30D | -28.4% | +4.9% | -33.3% | -29.7% |
| 3M | -28.8% | +4.9% | -33.7% | -30.0% |
| 6M | -39.8% | -0.3% | -39.5% | -39.9% |
| YTD | +28.7% | +14.3% | +14.5% | +22.4% |
| 1Y | +27.7% | +7.5% | +20.2% | +24.0% |
| 3Y | +331.3% | +82.6% | +248.7% | +240.0% |
| 5Y | +233.4% | +81.5% | +152.0% | +161.0% |
| 10Y | +521.8% | +203.2% | +318.6% | +303.2% |
| All | +3,273.8% | +2,303.9% | +969.9% | +753.8% |
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 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