+16.0%
GS vs AEP
+8.9%
+7.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +5.9% | +2.9% | +3.0% | +6.1% |
| 30D | +4.3% | +3.2% | +1.1% | +4.6% |
| 3M | -11.7% | +3.8% | -15.5% | -11.5% |
| 6M | -3.2% | +2.5% | -5.7% | -3.4% |
| YTD | +5.8% | +15.5% | -9.7% | +8.1% |
| 1Y | +16.0% | +9.6% | +6.4% | +18.5% |
| All | +16.0% | +8.9% | +7.1% | +18.5% |
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 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