+46.4%
GH vs AEE
+56.4%
-10.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | +0.6% | +1.7% | -1.2% | +0.1% |
| 30D | -6.9% | +9.7% | -16.7% | -9.2% |
| 3M | -4.9% | +5.9% | -10.8% | -6.3% |
| 6M | +54.1% | +6.7% | +47.4% | +50.9% |
| YTD | +48.5% | +17.4% | +31.2% | +40.7% |
| 1Y | +61.2% | +12.7% | +48.5% | +54.7% |
| 3Y | +570.3% | +68.2% | +502.1% | +446.6% |
| All | +46.4% | +56.4% | -10.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling