-2.7%
GFS vs AEE
+47.0%
-49.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.4% |
| 30D | -16.4% | -1.2% | -15.1% | -16.2% |
| 3M | -41.6% | +1.0% | -42.6% | -42.0% |
| 6M | -3.7% | -2.3% | -1.4% | -3.7% |
| YTD | +29.3% | +9.1% | +20.2% | +25.8% |
| 1Y | +37.1% | +10.6% | +26.6% | +32.9% |
| 3Y | -22.1% | +48.5% | -70.6% | -31.1% |
| All | -2.7% | +47.0% | -49.7% | -14.6% |
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