+19.2%
GEHC vs AEE
+65.0%
-45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.2% |
| 30D | +21.3% | +9.7% | +11.6% | +17.8% |
| 3M | +12.6% | +5.9% | +6.6% | +10.5% |
| 6M | +34.3% | +6.7% | +27.6% | +31.2% |
| YTD | +1.4% | +17.4% | -15.9% | -4.1% |
| 1Y | +12.5% | +12.7% | -0.2% | +7.8% |
| 3Y | +19.2% | +68.2% | -49.0% | -2.1% |
| All | +19.2% | +65.0% | -45.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling