+1,816.7%
GLW vs AEE
+813.9%
+1,002.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | +0.3% | +3.4% | +3.6% |
| 30D | -1.3% | -2.3% | +0.9% | -0.3% |
| 3M | -21.8% | +0.2% | -22.0% | -22.6% |
| 6M | +6.9% | -4.7% | +11.6% | +8.4% |
| YTD | +77.2% | +8.1% | +69.1% | +69.6% |
| 1Y | +123.2% | +8.5% | +114.7% | +112.8% |
| 3Y | +400.0% | +48.9% | +351.1% | +305.3% |
| 5Y | +342.8% | +39.9% | +302.9% | +264.9% |
| 10Y | +771.4% | +186.5% | +584.8% | +411.4% |
| All | +1,816.7% | +813.9% | +1,002.8% | +705.9% |
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