+2,883.5%
GE vs AME
+18,709.1%
-15,825.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.6% | -6.7% | -4.9% | -8.9% |
| 3M | +3.0% | +4.1% | -1.1% | +1.3% |
| 6M | -0.5% | +1.6% | -2.1% | -1.0% |
| YTD | +9.7% | +16.1% | -6.4% | +3.3% |
| 1Y | +20.0% | +27.3% | -7.3% | +8.4% |
| 3Y | +275.8% | +50.9% | +225.0% | +215.1% |
| 5Y | +429.1% | +81.4% | +347.7% | +311.6% |
| 10Y | +151.2% | +417.0% | -265.8% | +34.3% |
| All | +2,883.5% | +18,709.1% | -15,825.5% | +574.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling