+230.7%
GM vs AEE
+530.4%
-299.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | +0.2% | -0.9% | +1.1% | +0.3% |
| 6M | +12.6% | -2.4% | +15.0% | +13.1% |
| YTD | +3.7% | +8.6% | -5.0% | 0.0% |
| 1Y | +45.6% | +10.2% | +35.5% | +39.5% |
| 3Y | +162.0% | +47.8% | +114.1% | +120.8% |
| 5Y | +80.5% | +40.1% | +40.4% | +54.3% |
| 10Y | +231.3% | +195.0% | +36.3% | +98.8% |
| All | +230.7% | +530.4% | -299.7% | +5.5% |
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