+5.8%
GAP vs AEE
+39.2%
-33.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.4% |
| 7D | -3.2% | +1.1% | -4.2% | -3.5% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | -0.5% | -0.9% | +0.4% | -0.3% |
| 6M | -5.0% | -2.4% | -2.6% | -4.4% |
| YTD | -14.7% | +8.6% | -23.3% | -17.7% |
| 1Y | -8.6% | +10.2% | -18.8% | -12.5% |
| 3Y | +108.4% | +47.8% | +60.5% | +71.2% |
| 5Y | +5.8% | +40.1% | -34.3% | -14.2% |
| All | +5.8% | +39.2% | -33.4% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling