+620.7%
GEV vs AAL
-12.5%
+633.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +3.3% | -3.7% | +7.0% | +4.4% |
| 30D | -7.5% | -20.8% | +13.3% | -1.3% |
| 3M | -2.2% | -1.3% | -0.9% | -2.4% |
| 6M | +12.1% | +5.4% | +6.7% | +8.9% |
| YTD | +44.4% | -14.4% | +58.7% | +47.6% |
| 1Y | +57.7% | +2.1% | +55.6% | +52.2% |
| All | +620.7% | -12.5% | +633.2% | +555.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling