+15.9%
GS vs AEP
+8.5%
+7.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.2% | +4.7% |
| 7D | +0.8% | -1.5% | +2.4% | +0.6% |
| 30D | +1.2% | +4.5% | -3.3% | +1.7% |
| 3M | -12.4% | +2.8% | -15.2% | -12.3% |
| 6M | -2.3% | -0.7% | -1.7% | -2.9% |
| YTD | +4.6% | +13.8% | -9.2% | +5.7% |
| All | +15.9% | +8.5% | +7.4% | +18.8% |
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