+97.2%
GD vs AEE
+40.8%
+56.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -6.4% | -2.3% | -4.2% | -5.6% |
| 3M | +5.7% | +0.2% | +5.5% | +5.4% |
| 6M | -0.9% | -4.7% | +3.8% | +0.6% |
| YTD | +8.2% | +8.1% | +0.1% | +4.2% |
| 1Y | +13.4% | +8.5% | +4.9% | +9.0% |
| 3Y | +68.5% | +48.9% | +19.6% | +41.2% |
| All | +97.2% | +40.8% | +56.5% | +68.0% |
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 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