+0.3%
GLD vs AEE
+12.7%
-12.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +4.9% | +2.3% | +2.6% | +4.8% |
| 30D | -1.3% | +11.6% | -12.9% | -1.9% |
| 3M | -4.8% | +5.5% | -10.3% | -5.1% |
| 6M | -12.5% | +6.0% | -18.5% | -13.0% |
| YTD | -4.2% | +16.6% | -20.8% | -5.8% |
| All | +0.3% | +12.7% | -12.4% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling