+320.2%
AEM vs GEHC
+2.6%
+317.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.7% |
| 7D | -5.0% | -7.9% | +2.8% | -3.8% |
| 30D | +8.5% | -11.7% | +20.2% | +10.6% |
| 3M | +29.3% | +0.8% | +28.5% | +28.8% |
| 6M | -12.9% | -11.6% | -1.3% | -11.4% |
| YTD | +16.8% | -21.6% | +38.3% | +20.6% |
| 1Y | +29.8% | -15.3% | +45.1% | +32.5% |
| 3Y | +336.7% | -0.5% | +337.2% | +344.0% |
| All | +320.2% | +2.6% | +317.7% | +319.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling