+147.8%
GE vs AEE
+191.3%
-43.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -11.9% | -2.0% | -10.0% | -11.3% |
| 3M | +1.8% | -2.8% | +4.7% | +2.7% |
| 6M | -0.6% | -3.6% | +3.0% | +0.4% |
| YTD | +5.5% | +7.3% | -1.8% | +2.1% |
| 1Y | +15.0% | +8.7% | +6.2% | +10.5% |
| 3Y | +269.5% | +46.0% | +223.5% | +212.1% |
| 5Y | +422.4% | +39.8% | +382.7% | +344.7% |
| All | +147.8% | +191.3% | -43.4% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling