+165.2%
GD vs AEE
+222.5%
-57.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +2.7% | +1.7% | +1.0% | +1.9% |
| 30D | +8.6% | +9.7% | -1.1% | +4.3% |
| 3M | -7.1% | +5.9% | -13.0% | -9.4% |
| 6M | +7.5% | +6.7% | +0.8% | +4.1% |
| YTD | +9.9% | +17.4% | -7.4% | +1.9% |
| 1Y | +7.6% | +12.7% | -5.1% | +1.5% |
| 3Y | +56.2% | +68.2% | -12.0% | +21.9% |
| 5Y | +100.6% | +57.3% | +43.3% | +60.2% |
| All | +165.2% | +222.5% | -57.3% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling