+401.3%
GH vs AEE
+108.9%
+292.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -1.1% | -2.3% | +1.2% | -0.3% |
| 3M | +21.3% | +0.2% | +21.1% | +20.8% |
| 6M | +73.5% | -4.7% | +78.3% | +75.7% |
| YTD | +58.0% | +8.1% | +49.9% | +52.6% |
| 1Y | +163.1% | +8.5% | +154.5% | +153.5% |
| 3Y | +361.0% | +48.9% | +312.2% | +288.4% |
| 5Y | +22.5% | +39.9% | -17.4% | +4.8% |
| All | +401.3% | +108.9% | +292.4% | +304.3% |
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 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