+39.4%
GM vs AEP
+10.7%
+28.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.6% |
| 7D | +12.1% | +0.8% | +11.3% | +12.1% |
| 30D | +15.2% | +7.9% | +7.3% | +15.3% |
| 3M | +4.9% | +1.5% | +3.4% | +4.6% |
| 6M | +22.6% | -2.6% | +25.2% | +21.9% |
| YTD | +14.4% | +14.7% | -0.2% | +14.4% |
| 1Y | +39.4% | +10.8% | +28.7% | +38.8% |
| All | +39.4% | +10.7% | +28.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling