+76.1%
GAP vs AEE
+63.2%
+12.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.2% | +0.6% | -5.8% | -5.3% |
| 30D | -6.9% | +8.8% | -15.7% | -9.0% |
| 3M | +5.7% | +5.1% | +0.7% | +4.3% |
| 6M | +0.9% | +5.2% | -4.2% | -0.5% |
| YTD | -14.5% | +16.1% | -30.6% | -17.9% |
| 1Y | -12.1% | +10.4% | -22.5% | -14.5% |
| All | +76.1% | +63.2% | +12.9% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling