-16.4%
GFS vs AEE
+55.4%
-71.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.8% | +2.1% | -9.9% | -8.2% |
| 30D | -19.7% | +11.4% | -31.0% | -21.4% |
| 3M | -23.1% | +5.0% | -28.1% | -23.8% |
| 6M | -46.4% | +4.4% | -50.8% | -47.1% |
| YTD | +11.0% | +15.4% | -4.4% | +6.8% |
| 1Y | +12.6% | +13.8% | -1.1% | +8.7% |
| 3Y | -24.9% | +58.0% | -83.0% | -34.5% |
| 5Y | -39.1% | +52.9% | -92.0% | -46.7% |
| All | -16.4% | +55.4% | -71.9% | -27.5% |
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