+12.0%
GFS vs AEE
+11.6%
+0.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.8% | +2.1% | -9.9% | -7.4% |
| 30D | -19.7% | +11.4% | -31.0% | -18.6% |
| 3M | -23.1% | +5.0% | -28.1% | -22.5% |
| 6M | -46.4% | +4.4% | -50.8% | -46.4% |
| YTD | +11.0% | +15.4% | -4.4% | +8.9% |
| All | +12.0% | +11.6% | +0.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling