+2,904.8%
GD vs AEE
+813.9%
+2,091.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | +5.7% | +0.2% | +5.5% | +5.4% |
| 6M | -0.9% | -4.7% | +3.8% | +0.8% |
| YTD | +8.2% | +8.1% | +0.1% | +3.9% |
| 1Y | +13.4% | +8.5% | +4.9% | +8.6% |
| 3Y | +68.5% | +48.9% | +19.6% | +37.7% |
| 5Y | +97.2% | +39.9% | +57.2% | +64.5% |
| 10Y | +190.2% | +186.5% | +3.7% | +68.8% |
| All | +2,904.8% | +813.9% | +2,091.0% | +817.0% |
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 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