+290.5%
GME vs AEE
+191.1%
+99.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +10.4% | -0.8% | +11.2% | +10.5% |
| 30D | +14.1% | -2.9% | +17.0% | +14.7% |
| 3M | -4.6% | -2.4% | -2.2% | -4.3% |
| 6M | -13.5% | -2.7% | -10.8% | -13.3% |
| YTD | +5.3% | +7.3% | -1.9% | +3.2% |
| 1Y | -14.9% | +7.5% | -22.4% | -16.8% |
| 3Y | +24.3% | +46.2% | -21.9% | +11.6% |
| 5Y | -55.6% | +39.7% | -95.3% | -59.9% |
| All | +290.5% | +191.1% | +99.3% | +198.9% |
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 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