+863.6%
GLW vs AEE
+194.9%
+668.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | +16.9% | +1.1% | +15.8% | +16.4% |
| 30D | +7.0% | 0.0% | +7.0% | +7.0% |
| 3M | -3.0% | -0.9% | -2.1% | -3.3% |
| 6M | +31.0% | -2.4% | +33.4% | +31.3% |
| YTD | +93.4% | +8.6% | +84.8% | +84.3% |
| 1Y | +134.7% | +10.2% | +124.6% | +121.8% |
| 3Y | +471.8% | +47.8% | +424.0% | +359.8% |
| 5Y | +394.5% | +40.1% | +354.4% | +302.6% |
| All | +863.6% | +194.9% | +668.7% | +566.5% |
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