+2,874.1%
GE vs AA
+231.6%
+2,642.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.1% |
| 7D | +6.3% | +4.8% | +1.4% | +4.8% |
| 30D | +8.9% | -0.6% | +9.5% | +9.1% |
| 3M | -9.2% | -16.3% | +7.1% | -4.7% |
| 6M | +13.2% | -33.4% | +46.6% | +25.4% |
| YTD | +9.4% | -20.7% | +30.1% | +12.6% |
| 1Y | +9.8% | +12.9% | -3.1% | +0.8% |
| 3Y | +278.2% | +75.7% | +202.5% | +177.9% |
| 5Y | +396.0% | -6.8% | +402.8% | +300.8% |
| 10Y | +162.4% | +53.6% | +108.7% | +47.6% |
| All | +2,874.1% | +231.6% | +2,642.5% | +906.5% |
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