+158.6%
GE vs AME
+437.3%
-278.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.0% |
| 7D | +4.0% | +1.1% | +2.9% | +3.2% |
| 30D | +11.1% | -4.1% | +15.1% | +14.1% |
| 3M | -6.7% | -6.3% | -0.4% | -2.7% |
| 6M | +14.3% | +3.5% | +10.7% | +10.4% |
| YTD | +11.7% | +17.3% | -5.5% | -1.4% |
| 1Y | +10.9% | +22.0% | -11.1% | -5.0% |
| 3Y | +279.0% | +62.0% | +217.0% | +155.6% |
| 5Y | +427.0% | +78.5% | +348.5% | +225.9% |
| 10Y | +158.6% | +441.6% | -283.1% | -7.9% |
| All | +158.6% | +437.3% | -278.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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