+632.4%
GEV vs AEE
+58.3%
+574.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | -7.9% | -2.9% | -5.0% | -8.0% |
| 3M | +5.6% | -2.4% | +8.0% | +5.0% |
| 6M | +13.1% | -2.7% | +15.8% | +12.5% |
| YTD | +46.7% | +7.3% | +39.5% | +45.5% |
| 1Y | +51.3% | +7.5% | +43.7% | +50.0% |
| All | +632.4% | +58.3% | +574.2% | +701.0% |
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