+463.3%
GLW vs AEE
+48.6%
+414.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.3% | +7.5% |
| 7D | +14.0% | +0.6% | +13.4% | +13.9% |
| 30D | +0.4% | -1.9% | +2.3% | +0.7% |
| 3M | -11.3% | +0.3% | -11.7% | -12.3% |
| 6M | +35.1% | -3.0% | +38.0% | +34.7% |
| YTD | +90.5% | +8.4% | +82.2% | +85.6% |
| 1Y | +132.0% | +9.8% | +122.2% | +125.2% |
| 3Y | +463.3% | +47.4% | +415.9% | +403.6% |
| All | +463.3% | +48.6% | +414.7% | +403.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling