+152.0%
GE vs AEM
+412.5%
-260.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | -6.8% | +9.5% | +3.1% |
| 30D | +8.1% | +0.8% | +7.3% | +8.0% |
| 3M | -7.9% | -0.8% | -7.0% | -8.0% |
| 6M | +12.9% | -8.5% | +21.4% | +13.0% |
| YTD | +8.2% | +5.9% | +2.2% | +7.5% |
| 1Y | +9.7% | +6.6% | +3.1% | +8.9% |
| 3Y | +266.1% | +302.2% | -36.1% | +248.6% |
| 5Y | +407.4% | +250.8% | +156.6% | +381.2% |
| All | +152.0% | +412.5% | -260.5% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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