+414.2%
GIS vs AEE
+822.6%
-408.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.9% |
| 7D | -8.3% | +1.3% | -9.6% | -8.7% |
| 30D | +2.2% | -1.2% | +3.4% | +2.6% |
| 3M | +15.7% | +1.0% | +14.7% | +15.2% |
| 6M | -12.0% | -2.3% | -9.7% | -11.4% |
| YTD | -15.0% | +9.1% | -24.1% | -17.8% |
| 1Y | -20.1% | +10.6% | -30.7% | -23.1% |
| 3Y | -34.6% | +48.5% | -83.1% | -43.6% |
| 5Y | -22.8% | +39.9% | -62.7% | -32.5% |
| 10Y | -18.5% | +185.7% | -204.2% | -44.9% |
| All | +414.2% | +822.6% | -408.4% | +121.4% |
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