+1,396.3%
GLW vs AEE
+879.2%
+517.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -18.2% | +9.7% | -27.9% | -21.8% |
| 3M | -24.2% | +5.8% | -30.0% | -26.2% |
| 6M | -41.7% | +4.5% | -46.2% | -43.4% |
| YTD | +38.3% | +15.8% | +22.5% | +28.1% |
| 1Y | +38.2% | +10.8% | +27.4% | +30.6% |
| 3Y | +363.4% | +62.8% | +300.6% | +260.9% |
| 5Y | +254.6% | +56.1% | +198.5% | +178.0% |
| 10Y | +562.0% | +216.4% | +345.5% | +271.9% |
| All | +1,396.3% | +879.2% | +517.1% | +508.9% |
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