+154.7%
GS vs AEP
+86.9%
+67.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +5.1% | +2.5% | +2.7% | +4.7% |
| 30D | +2.4% | +3.4% | -0.9% | +1.8% |
| 3M | -11.5% | +4.2% | -15.7% | -12.2% |
| 6M | -2.5% | -0.8% | -1.7% | -2.6% |
| YTD | +5.5% | +15.2% | -9.8% | +1.9% |
| 1Y | +11.0% | +8.3% | +2.7% | +8.7% |
| 3Y | +200.1% | +84.2% | +115.9% | +147.6% |
| 5Y | +154.7% | +87.8% | +66.9% | +107.5% |
| All | +154.7% | +86.9% | +67.8% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling