-36.9%
GLXY vs AEE
+23.9%
-60.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -4.9% |
| 7D | +5.3% | +1.7% | +3.6% | +5.8% |
| 30D | -19.8% | +9.7% | -29.5% | -18.1% |
| 3M | -31.4% | +5.9% | -37.3% | -29.9% |
| 6M | -53.3% | +6.7% | -60.0% | -52.3% |
| YTD | -35.7% | +17.4% | -53.0% | -35.3% |
| 1Y | -47.2% | +12.7% | -59.9% | -45.6% |
| All | -36.9% | +23.9% | -60.8% | -38.1% |
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