+104.7%
GD vs AEE
+56.6%
+48.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.9% | +3.0% | -4.9% | -3.1% |
| 30D | +10.9% | +11.2% | -0.3% | +6.3% |
| 3M | -6.8% | +7.0% | -13.8% | -9.3% |
| 6M | +7.0% | +5.7% | +1.3% | +4.3% |
| YTD | +11.1% | +16.2% | -5.1% | +3.9% |
| 1Y | +7.0% | +12.0% | -5.0% | +1.6% |
| 3Y | +59.9% | +63.4% | -3.4% | +28.3% |
| All | +104.7% | +56.6% | +48.1% | +62.9% |
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 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