+2,895.1%
GE vs AA
+217.0%
+2,678.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +2.0% |
| 7D | +5.4% | +1.2% | +4.1% | +5.0% |
| 30D | +9.6% | -5.0% | +14.7% | +11.3% |
| 3M | -7.7% | -22.2% | +14.5% | -1.0% |
| 6M | +14.0% | -36.3% | +50.4% | +27.9% |
| YTD | +10.2% | -24.2% | +34.3% | +14.9% |
| 1Y | +8.9% | +3.9% | +5.0% | +2.5% |
| 3Y | +273.7% | +67.6% | +206.1% | +178.4% |
| 5Y | +410.2% | -8.8% | +419.0% | +314.5% |
| 10Y | +157.4% | +45.0% | +112.5% | +47.3% |
| All | +2,895.1% | +217.0% | +2,678.1% | +926.9% |
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 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