+1,292.1%
GFI vs AEE
+806.8%
+485.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 3M | +25.6% | -2.4% | +28.0% | +26.4% |
| 6M | -8.3% | -2.7% | -5.5% | -7.7% |
| YTD | +6.3% | +7.3% | -1.0% | +3.4% |
| 1Y | +22.1% | +7.5% | +14.5% | +18.5% |
| 3Y | +289.2% | +46.2% | +243.0% | +237.3% |
| 5Y | +531.7% | +39.7% | +492.0% | +455.7% |
| 10Y | +1,043.8% | +191.3% | +852.5% | +643.6% |
| All | +1,292.1% | +806.8% | +485.3% | +660.3% |
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