+436.6%
GE vs AA
+10.5%
+426.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -11.6% | +5.0% | -16.6% | -12.5% |
| 3M | +3.0% | -35.8% | +38.8% | +10.5% |
| 6M | -0.5% | -18.4% | +17.9% | +1.4% |
| YTD | +9.7% | -5.5% | +15.2% | +8.3% |
| 1Y | +20.0% | +61.0% | -40.9% | +6.6% |
| 3Y | +275.8% | +66.2% | +209.6% | +216.1% |
| All | +436.6% | +10.5% | +426.1% | +340.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling