+165.5%
GGLL vs AEE
+65.0%
+100.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -1.8% |
| 7D | +7.7% | +1.7% | +6.0% | +8.2% |
| 30D | -30.2% | +9.7% | -40.0% | -28.2% |
| 3M | -31.3% | +5.9% | -37.2% | -29.9% |
| 6M | -52.1% | +6.7% | -58.8% | -51.1% |
| YTD | -25.9% | +17.4% | -43.2% | -22.9% |
| 1Y | -8.5% | +12.7% | -21.1% | -5.4% |
| 3Y | +165.5% | +68.2% | +97.3% | +203.1% |
| All | +165.5% | +65.0% | +100.6% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling