+158.6%
GE vs AA
+48.4%
+110.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.7% |
| 7D | +4.0% | +1.1% | +2.9% | +3.7% |
| 30D | +11.1% | -1.3% | +12.3% | +11.4% |
| 3M | -6.7% | -23.9% | +17.2% | -0.3% |
| 6M | +14.3% | -36.8% | +51.1% | +26.6% |
| YTD | +11.7% | -22.2% | +33.9% | +15.0% |
| 1Y | +10.9% | +10.4% | +0.6% | +3.2% |
| 3Y | +279.0% | +72.0% | +207.0% | +187.1% |
| 5Y | +427.0% | -15.6% | +442.6% | +345.2% |
| 10Y | +158.6% | +47.8% | +110.8% | +34.9% |
| All | +158.6% | +48.4% | +110.2% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling