+394.5%
GLW vs AEE
+39.2%
+355.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +16.9% | +1.1% | +15.8% | +16.6% |
| 30D | +7.0% | 0.0% | +7.0% | +7.0% |
| 3M | -3.0% | -0.9% | -2.1% | -3.4% |
| 6M | +31.0% | -2.4% | +33.4% | +30.9% |
| YTD | +93.4% | +8.6% | +84.8% | +86.8% |
| 1Y | +134.7% | +10.2% | +124.6% | +125.3% |
| 3Y | +471.8% | +47.8% | +424.0% | +391.0% |
| 5Y | +394.5% | +40.1% | +354.4% | +320.6% |
| All | +394.5% | +39.2% | +355.3% | +320.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling