+1.5%
AAL vs GEHC
+10.0%
-8.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.8% |
| 7D | -3.7% | -4.0% | +0.3% | -2.0% |
| 30D | -20.8% | -2.0% | -18.8% | -20.2% |
| 3M | -1.3% | +8.0% | -9.3% | -5.6% |
| 6M | +5.4% | -12.8% | +18.1% | +11.1% |
| YTD | -14.4% | -15.9% | +1.6% | -8.4% |
| 1Y | +2.1% | -6.9% | +9.0% | +3.7% |
| 3Y | -10.6% | 0.0% | -10.5% | -15.7% |
| All | +1.5% | +10.0% | -8.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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