+643.2%
GEV vs AEE
+61.0%
+582.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.2% | +3.1% |
| 7D | +8.1% | +1.3% | +6.8% | +8.1% |
| 30D | -1.9% | -1.2% | -0.7% | -2.0% |
| 3M | +4.1% | +1.0% | +3.0% | +3.4% |
| 6M | +23.2% | -2.3% | +25.5% | +22.7% |
| YTD | +48.9% | +9.1% | +39.8% | +47.7% |
| 1Y | +62.2% | +10.6% | +51.6% | +60.8% |
| All | +643.2% | +61.0% | +582.1% | +713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling