+2,893.9%
GD vs AEE
+875.2%
+2,018.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -3.9% | +2.4% | -6.3% | -5.0% |
| 30D | +8.1% | +10.9% | -2.9% | +3.1% |
| 3M | -6.8% | +4.3% | -11.0% | -8.6% |
| 6M | +3.0% | +2.5% | +0.5% | +1.5% |
| YTD | +7.8% | +15.3% | -7.6% | +0.4% |
| 1Y | +5.8% | +14.6% | -8.8% | -1.2% |
| 3Y | +55.3% | +57.5% | -2.2% | +23.9% |
| 5Y | +96.7% | +52.9% | +43.8% | +57.7% |
| 10Y | +195.4% | +205.0% | -9.6% | +67.1% |
| All | +2,893.9% | +875.2% | +2,018.7% | +786.5% |
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