+24.3%
GAP vs AEE
+191.3%
-167.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -6.3% | -0.7% | -5.6% | -6.0% |
| 30D | -0.2% | -2.0% | +1.7% | +0.6% |
| 3M | 0.0% | -2.8% | +2.8% | +1.1% |
| 6M | -8.1% | -3.6% | -4.5% | -7.0% |
| YTD | -16.5% | +7.3% | -23.8% | -19.4% |
| 1Y | -10.5% | +8.7% | -19.2% | -14.2% |
| 3Y | +104.0% | +46.0% | +58.0% | +67.6% |
| 5Y | +6.8% | +39.8% | -33.0% | -11.5% |
| All | +24.3% | +191.3% | -167.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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