+8.9%
GE vs AA
+13.9%
-5.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +2.4% |
| 7D | +9.4% | +0.9% | +8.5% | +9.3% |
| 30D | +7.5% | -6.4% | +14.0% | +8.2% |
| 3M | -12.5% | -13.0% | +0.4% | -11.6% |
| 6M | +17.8% | -34.6% | +52.4% | +21.5% |
| YTD | +7.4% | -23.0% | +30.4% | +5.4% |
| 1Y | +8.9% | +16.0% | -7.1% | -2.2% |
| All | +8.9% | +13.9% | -5.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling