-7.8%
GFS vs AEE
+56.3%
-64.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +17.2% | +0.6% | +16.6% | +17.1% |
| 30D | -8.7% | +8.8% | -17.6% | -10.2% |
| 3M | -19.7% | +5.1% | -24.7% | -20.4% |
| 6M | -40.7% | +5.2% | -45.8% | -41.6% |
| YTD | +22.5% | +16.1% | +6.5% | +17.8% |
| 1Y | +25.2% | +10.4% | +14.8% | +21.8% |
| 3Y | -17.7% | +63.1% | -80.8% | -28.9% |
| 5Y | -23.5% | +55.6% | -79.1% | -33.9% |
| All | -7.8% | +56.3% | -64.1% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling