+218.2%
GLD vs AEE
+186.8%
+31.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +0.1% | +1.1% | -0.9% | 0.0% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +3.2% | -0.9% | +4.1% | +3.2% |
| 6M | -14.6% | -2.4% | -12.2% | -14.5% |
| YTD | +1.8% | +8.6% | -6.9% | +0.8% |
| 1Y | +20.7% | +10.2% | +10.6% | +19.4% |
| 3Y | +126.5% | +47.8% | +78.7% | +116.7% |
| 5Y | +140.0% | +40.1% | +99.9% | +130.4% |
| 10Y | +218.2% | +195.0% | +23.2% | +177.1% |
| All | +218.2% | +186.8% | +31.4% | +177.1% |
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 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