+151.4%
GAP vs AEE
+892.1%
-740.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | -1.9% | +1.7% | -3.6% | -2.6% |
| 30D | -7.1% | +9.7% | -16.8% | -10.6% |
| 3M | +4.1% | +5.9% | -1.8% | +1.6% |
| 6M | +1.9% | +6.7% | -4.8% | -1.0% |
| YTD | -15.2% | +17.4% | -32.6% | -21.1% |
| 1Y | -10.6% | +12.7% | -23.3% | -15.4% |
| 3Y | +74.6% | +68.2% | +6.4% | +36.9% |
| 5Y | +3.7% | +57.3% | -53.6% | -17.1% |
| 10Y | +2.4% | +220.6% | -218.2% | -40.1% |
| All | +151.4% | +892.1% | -740.7% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling