+442.8%
GE vs AEE
+813.9%
-371.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.6% | -2.3% | -9.3% | -10.6% |
| 3M | +3.0% | +0.2% | +2.8% | +2.6% |
| 6M | -0.5% | -4.7% | +4.2% | +1.3% |
| YTD | +9.7% | +8.1% | +1.6% | +5.1% |
| 1Y | +20.0% | +8.5% | +11.5% | +14.6% |
| 3Y | +275.8% | +48.9% | +226.9% | +202.7% |
| 5Y | +429.1% | +39.9% | +389.2% | +333.1% |
| 10Y | +151.2% | +186.5% | -35.4% | +37.3% |
| All | +442.8% | +813.9% | -371.1% | +58.4% |
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