+1,704.0%
GS vs AEP
+896.4%
+807.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -2.8% | -0.4% | -2.1% |
| 30D | -2.4% | +3.6% | -6.1% | -3.8% |
| 3M | -15.7% | +1.8% | -17.5% | -16.4% |
| 6M | -6.8% | -3.1% | -3.6% | -6.1% |
| YTD | -0.1% | +12.2% | -12.3% | -5.4% |
| 1Y | +12.1% | +9.1% | +3.0% | +7.2% |
| 3Y | +185.8% | +77.9% | +107.9% | +120.0% |
| 5Y | +140.1% | +78.1% | +62.0% | +82.1% |
| 10Y | +505.2% | +187.8% | +317.5% | +264.1% |
| All | +1,704.0% | +896.4% | +807.6% | +578.6% |
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