+231.1%
GM vs AEP
+174.9%
+56.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -1.1% | -1.1% | -0.1% | -0.9% |
| 3M | +6.1% | -3.3% | +9.4% | +6.8% |
| 6M | +15.0% | -4.6% | +19.6% | +15.9% |
| YTD | +6.0% | +9.4% | -3.4% | +2.8% |
| 1Y | +47.1% | +16.9% | +30.2% | +39.5% |
| 3Y | +170.5% | +76.6% | +93.9% | +122.4% |
| 5Y | +80.5% | +66.2% | +14.3% | +51.3% |
| All | +231.1% | +174.9% | +56.2% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling