+205.6%
GLD vs AEE
+219.0%
-13.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -5.5% | +0.6% | -6.1% | -5.5% |
| 30D | -7.0% | +8.8% | -15.8% | -7.8% |
| 3M | -12.4% | +5.1% | -17.4% | -12.8% |
| 6M | -18.0% | +5.2% | -23.2% | -18.5% |
| YTD | -10.5% | +16.1% | -26.5% | -11.9% |
| 1Y | -8.1% | +10.4% | -18.5% | -9.1% |
| 3Y | +97.7% | +63.1% | +34.6% | +87.5% |
| 5Y | +103.4% | +55.6% | +47.8% | +93.6% |
| All | +205.6% | +219.0% | -13.3% | +166.2% |
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