-37.6%
GIS vs AEE
+46.3%
-83.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -0.8% | -5.6% | -6.1% |
| 30D | -6.1% | -2.9% | -3.2% | -5.0% |
| 3M | +7.8% | -2.4% | +10.2% | +8.8% |
| 6M | -8.8% | -2.7% | -6.1% | -8.0% |
| YTD | -19.1% | +7.3% | -26.4% | -21.9% |
| 1Y | -24.8% | +7.5% | -32.3% | -27.5% |
| 3Y | -37.6% | +46.2% | -83.8% | -47.0% |
| All | -37.6% | +46.3% | -83.8% | -47.0% |
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