+10.9%
GE vs AME
+22.0%
-11.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.9% |
| 3M | -6.7% | -6.3% | -0.4% | -2.5% |
| 6M | +14.3% | +3.5% | +10.7% | +9.4% |
| YTD | +11.7% | +17.3% | -5.5% | -2.7% |
| 1Y | +10.9% | +22.0% | -11.1% | -5.3% |
| All | +10.9% | +22.0% | -11.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling