+337.4%
AEM vs GEHC
+10.0%
+327.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -0.5% | -4.0% | +3.5% | +0.1% |
| 30D | +24.0% | -2.0% | +26.0% | +24.5% |
| 3M | +16.1% | +8.0% | +8.1% | +14.4% |
| 6M | -11.6% | -12.8% | +1.1% | -10.0% |
| YTD | +21.5% | -15.9% | +37.5% | +24.1% |
| 1Y | +39.2% | -6.9% | +46.1% | +40.0% |
| 3Y | +347.4% | 0.0% | +347.5% | +350.5% |
| All | +337.4% | +10.0% | +327.5% | +331.9% |
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