+159.3%
GE vs AA
+126.3%
+33.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.6% |
| 7D | +1.2% | +1.7% | -0.5% | +0.7% |
| 30D | -9.5% | +3.3% | -12.8% | -10.6% |
| 3M | +4.1% | -29.4% | +33.5% | +12.9% |
| 6M | +3.9% | -12.8% | +16.7% | +5.1% |
| YTD | +9.0% | -2.1% | +11.1% | +5.9% |
| 1Y | +21.9% | +62.8% | -40.8% | +1.8% |
| 3Y | +281.8% | +90.5% | +191.3% | +182.6% |
| 5Y | +436.7% | +19.1% | +417.7% | +306.7% |
| All | +159.3% | +126.3% | +33.0% | +23.7% |
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