+113.9%
GAP vs AEE
+48.1%
+65.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.4% |
| 7D | -3.2% | +1.1% | -4.2% | -3.4% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | -0.5% | -0.9% | +0.4% | -0.2% |
| 6M | -5.0% | -2.4% | -2.6% | -4.4% |
| YTD | -14.7% | +8.6% | -23.3% | -16.8% |
| 1Y | -8.6% | +10.2% | -18.8% | -11.4% |
| All | +113.9% | +48.1% | +65.7% | +74.3% |
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