+20.6%
GEN vs AEE
+39.2%
-18.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | +2.1% | 0.0% | +2.0% | +2.0% |
| 3M | +19.7% | -0.9% | +20.6% | +19.8% |
| 6M | +33.3% | -2.4% | +35.7% | +33.5% |
| YTD | +11.1% | +8.6% | +2.5% | +7.2% |
| 1Y | +3.0% | +10.2% | -7.2% | -1.2% |
| 3Y | +57.9% | +47.8% | +10.1% | +36.6% |
| 5Y | +20.6% | +40.1% | -19.5% | +6.7% |
| All | +20.6% | +39.2% | -18.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling