+165.6%
GAP vs AEE
+813.9%
-648.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | +9.0% | -2.3% | +11.3% | +10.0% |
| 3M | +5.0% | +0.2% | +4.8% | +4.7% |
| 6M | -17.8% | -4.7% | -13.1% | -16.4% |
| YTD | -10.4% | +8.1% | -18.5% | -13.7% |
| 1Y | -3.4% | +8.5% | -11.9% | -7.3% |
| 3Y | +111.5% | +48.9% | +62.6% | +74.5% |
| 5Y | +8.8% | +39.9% | -31.1% | -8.6% |
| 10Y | +32.9% | +186.5% | -153.6% | -18.7% |
| All | +165.6% | +813.9% | -648.3% | +2.8% |
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