+816.6%
GLD vs AEE
+428.6%
+388.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | -2.3% | +6.7% | +4.6% |
| 3M | -1.1% | +0.2% | -1.3% | -1.2% |
| 6M | -13.8% | -4.7% | -9.0% | -13.5% |
| YTD | +2.6% | +8.1% | -5.5% | +2.0% |
| 1Y | +24.5% | +8.5% | +16.0% | +23.6% |
| 3Y | +125.8% | +48.9% | +77.0% | +118.7% |
| 5Y | +137.8% | +39.9% | +97.9% | +130.9% |
| 10Y | +221.4% | +186.5% | +34.8% | +198.0% |
| All | +816.6% | +428.6% | +388.0% | +686.4% |
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