+396.0%
GE vs AA
-9.6%
+405.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.8% |
| 7D | +6.3% | +4.8% | +1.4% | +5.4% |
| 30D | +8.9% | -0.6% | +9.5% | +9.0% |
| 3M | -9.2% | -16.3% | +7.1% | -6.7% |
| 6M | +13.2% | -33.4% | +46.6% | +20.0% |
| YTD | +9.4% | -20.7% | +30.1% | +11.1% |
| 1Y | +9.8% | +12.9% | -3.1% | +4.2% |
| 3Y | +278.2% | +75.7% | +202.5% | +214.2% |
| 5Y | +396.0% | -6.8% | +402.8% | +315.7% |
| All | +396.0% | -9.6% | +405.7% | +315.7% |
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