-2.4%
GFS vs AEE
+45.6%
-48.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -8.6% | -2.3% | -6.3% | -8.2% |
| 3M | -46.5% | +0.2% | -46.8% | -46.9% |
| 6M | -4.8% | -4.7% | -0.1% | -4.3% |
| YTD | +29.7% | +8.1% | +21.6% | +26.4% |
| 1Y | +35.8% | +8.5% | +27.3% | +32.2% |
| 3Y | -18.3% | +48.9% | -67.2% | -27.9% |
| All | -2.4% | +45.6% | -48.0% | -14.2% |
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