+52.4%
GEV vs AAL
+4.4%
+48.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.3% | -15.6% | -10.6% |
| 7D | -5.1% | +8.3% | -13.5% | -7.0% |
| 30D | -15.8% | +6.2% | -22.1% | -17.1% |
| 3M | -18.2% | -17.7% | -0.5% | -14.4% |
| 6M | -22.4% | +15.4% | -37.8% | -25.4% |
| YTD | +27.7% | -11.1% | +38.8% | +25.2% |
| 1Y | +52.4% | +7.7% | +44.6% | +40.9% |
| All | +52.4% | +4.4% | +48.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling