+405.9%
GE vs AME
+79.2%
+326.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.8% |
| 7D | +5.1% | +8.1% | -3.0% | -0.2% |
| 30D | +7.6% | -3.8% | +11.3% | +10.0% |
| 3M | -9.3% | -6.6% | -2.7% | -5.4% |
| 6M | +11.5% | +4.6% | +7.0% | +7.3% |
| YTD | +7.9% | +17.9% | -10.1% | -4.1% |
| 1Y | +7.6% | +23.2% | -15.6% | -7.1% |
| 3Y | +265.9% | +62.9% | +202.9% | +152.2% |
| 5Y | +405.9% | +77.5% | +328.4% | +208.3% |
| All | +405.9% | +79.2% | +326.7% | +208.3% |
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 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