-25.2%
GIS vs AEE
+38.5%
-63.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -8.4% | -0.7% | -7.7% | -8.1% |
| 30D | -5.2% | -2.0% | -3.2% | -4.4% |
| 3M | +8.2% | -2.8% | +11.0% | +9.4% |
| 6M | -12.0% | -3.6% | -8.4% | -10.8% |
| YTD | -18.9% | +7.3% | -26.2% | -21.7% |
| 1Y | -23.6% | +8.7% | -32.3% | -26.7% |
| 3Y | -37.6% | +46.0% | -83.6% | -47.7% |
| 5Y | -25.2% | +39.8% | -65.0% | -36.1% |
| All | -25.2% | +38.5% | -63.7% | -36.1% |
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