+435.1%
GE vs AEE
+892.1%
-457.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +2.7% | +1.7% | +0.9% | +1.8% |
| 30D | +8.1% | +9.7% | -1.7% | +3.4% |
| 3M | -7.9% | +5.9% | -13.8% | -10.4% |
| 6M | +12.9% | +6.7% | +6.2% | +9.0% |
| YTD | +8.2% | +17.4% | -9.2% | -0.4% |
| 1Y | +9.7% | +12.7% | -3.0% | +2.9% |
| 3Y | +266.1% | +68.2% | +197.9% | +178.6% |
| 5Y | +407.4% | +57.3% | +350.1% | +292.8% |
| 10Y | +150.3% | +220.6% | -70.3% | +29.8% |
| All | +435.1% | +892.1% | -457.1% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling