+2,883.5%
GE vs AA
+295.2%
+2,588.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -11.6% | +5.0% | -16.6% | -13.2% |
| 3M | +3.0% | -35.8% | +38.8% | +16.2% |
| 6M | -0.5% | -18.4% | +17.9% | +2.8% |
| YTD | +9.7% | -5.5% | +15.2% | +7.3% |
| 1Y | +20.0% | +61.0% | -40.9% | -1.8% |
| 3Y | +275.8% | +66.2% | +209.6% | +180.2% |
| 5Y | +429.1% | +11.4% | +417.7% | +301.6% |
| 10Y | +151.2% | +116.9% | +34.3% | +26.0% |
| All | +2,883.5% | +295.2% | +2,588.4% | +859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling