+302.2%
AEM vs GEHC
+20.0%
+282.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -6.8% | +0.8% | -7.6% | -7.0% |
| 30D | +0.8% | +21.3% | -20.5% | -3.0% |
| 3M | -0.8% | +12.6% | -13.4% | -3.2% |
| 6M | -8.5% | +34.3% | -42.8% | -14.1% |
| YTD | +5.9% | +1.4% | +4.5% | +4.9% |
| 1Y | +6.6% | +12.5% | -5.9% | +3.5% |
| 3Y | +302.2% | +19.2% | +283.0% | +291.4% |
| All | +302.2% | +20.0% | +282.2% | +291.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling