+436.7%
GE vs AME
+85.0%
+351.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.2% | +2.8% | -1.6% | -0.7% |
| 30D | -9.5% | -6.3% | -3.2% | -5.5% |
| 3M | +4.1% | +5.4% | -1.3% | +0.2% |
| 6M | +3.9% | +7.4% | -3.5% | -1.0% |
| YTD | +9.0% | +16.2% | -7.1% | -1.4% |
| 1Y | +21.9% | +26.8% | -4.9% | +3.6% |
| 3Y | +281.8% | +57.5% | +224.3% | +172.6% |
| 5Y | +436.7% | +84.8% | +351.9% | +236.9% |
| All | +436.7% | +85.0% | +351.7% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling