+1,710.5%
GS vs AEP
+898.3%
+812.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -5.6% |
| 7D | -6.3% | -2.0% | -4.3% | -5.6% |
| 30D | -3.1% | +4.2% | -7.3% | -4.7% |
| 3M | -17.7% | +1.0% | -18.7% | -18.1% |
| 6M | -4.6% | -6.1% | +1.6% | -2.8% |
| YTD | +0.3% | +12.5% | -12.2% | -5.1% |
| 1Y | +11.7% | +9.1% | +2.6% | +6.8% |
| 3Y | +183.6% | +77.2% | +106.4% | +118.7% |
| 5Y | +141.0% | +78.4% | +62.5% | +82.6% |
| 10Y | +507.4% | +188.3% | +319.1% | +265.2% |
| All | +1,710.5% | +898.3% | +812.2% | +580.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling