+289.2%
GFI vs AEE
+46.3%
+242.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -4.9% | -0.8% | -4.1% | -4.6% |
| 30D | +10.7% | -2.9% | +13.6% | +11.9% |
| 3M | +25.6% | -2.4% | +28.0% | +26.3% |
| 6M | -8.3% | -2.7% | -5.5% | -7.6% |
| YTD | +6.3% | +7.3% | -1.0% | +2.8% |
| 1Y | +22.1% | +7.5% | +14.5% | +17.9% |
| 3Y | +289.2% | +46.2% | +243.0% | +216.0% |
| All | +289.2% | +46.3% | +242.9% | +216.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling