+278.2%
GE vs AA
+67.3%
+210.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.9% |
| 7D | +6.3% | +4.8% | +1.4% | +5.5% |
| 30D | +8.9% | -0.6% | +9.5% | +8.9% |
| 3M | -9.2% | -16.3% | +7.1% | -7.1% |
| 6M | +13.2% | -33.4% | +46.6% | +18.8% |
| YTD | +9.4% | -20.7% | +30.1% | +10.5% |
| 1Y | +9.8% | +12.9% | -3.1% | +4.5% |
| 3Y | +278.2% | +75.7% | +202.5% | +235.9% |
| All | +278.2% | +67.3% | +210.8% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling