+502.4%
GFI vs AEE
+38.7%
+463.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | +10.7% | -2.9% | +13.6% | +12.2% |
| 3M | +25.6% | -2.4% | +28.0% | +26.5% |
| 6M | -8.3% | -2.7% | -5.5% | -7.5% |
| YTD | +6.3% | +7.3% | -1.0% | +1.9% |
| 1Y | +22.1% | +7.5% | +14.5% | +16.7% |
| 3Y | +289.2% | +46.2% | +243.0% | +210.0% |
| All | +502.4% | +38.7% | +463.8% | +411.9% |
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