+59.9%
GD vs AEE
+62.0%
-2.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.9% | +3.0% | -4.9% | -2.8% |
| 30D | +10.9% | +11.2% | -0.3% | +7.5% |
| 3M | -6.8% | +7.0% | -13.8% | -8.6% |
| 6M | +7.0% | +5.7% | +1.3% | +5.0% |
| YTD | +11.1% | +16.2% | -5.1% | +5.7% |
| 1Y | +7.0% | +12.0% | -5.0% | +3.0% |
| 3Y | +59.9% | +63.4% | -3.4% | +44.4% |
| All | +59.9% | +62.0% | -2.1% | +44.4% |
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