+208.4%
GLD vs AEE
+211.4%
-3.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +2.8% | +3.0% | -0.2% | +2.5% |
| 30D | -4.0% | +11.2% | -15.2% | -5.0% |
| 3M | -8.2% | +7.0% | -15.2% | -8.9% |
| 6M | -14.8% | +5.7% | -20.6% | -15.4% |
| YTD | -6.8% | +16.2% | -23.0% | -8.3% |
| 1Y | -2.4% | +12.0% | -14.4% | -3.7% |
| 3Y | +105.8% | +63.4% | +42.4% | +95.2% |
| 5Y | +113.3% | +56.0% | +57.3% | +103.0% |
| 10Y | +208.4% | +217.4% | -8.9% | +168.5% |
| All | +208.4% | +211.4% | -3.0% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling