+2,841.0%
GE vs AEM
+3,071.7%
-230.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | -6.8% | +9.5% | +2.8% |
| 30D | +8.1% | +0.8% | +7.3% | +8.0% |
| 3M | -7.9% | -0.8% | -7.0% | -7.9% |
| 6M | +12.9% | -8.5% | +21.4% | +13.0% |
| YTD | +8.2% | +5.9% | +2.2% | +8.0% |
| 1Y | +9.7% | +6.6% | +3.1% | +9.4% |
| 3Y | +266.1% | +302.2% | -36.1% | +258.7% |
| 5Y | +407.4% | +250.8% | +156.6% | +397.0% |
| 10Y | +150.3% | +406.1% | -255.7% | +143.2% |
| All | +2,841.0% | +3,071.7% | -230.7% | +3,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling