+152.0%
GE vs AME
+425.2%
-273.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -1.2% | +1.3% | -2.6% | -2.2% |
| 30D | -11.3% | -6.6% | -4.7% | -6.7% |
| 3M | -1.4% | +3.0% | -4.4% | -3.8% |
| 6M | +1.2% | +5.3% | -4.1% | -2.6% |
| YTD | +5.9% | +15.4% | -9.5% | -4.8% |
| 1Y | +18.4% | +26.8% | -8.4% | -1.3% |
| 3Y | +271.0% | +56.5% | +214.5% | +158.6% |
| 5Y | +417.9% | +85.2% | +332.7% | +213.1% |
| 10Y | +152.0% | +428.5% | -276.6% | -10.5% |
| All | +152.0% | +425.2% | -273.3% | -10.5% |
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