-57.2%
GME vs AEE
+38.5%
-95.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | +8.3% | -2.0% | +10.3% | +8.7% |
| 3M | -9.1% | -2.8% | -6.2% | -8.7% |
| 6M | -16.3% | -3.6% | -12.8% | -16.0% |
| YTD | +1.5% | +7.3% | -5.8% | -0.7% |
| 1Y | -16.3% | +8.7% | -25.0% | -18.6% |
| 3Y | +15.1% | +46.0% | -30.9% | +0.1% |
| 5Y | -57.2% | +39.8% | -96.9% | -61.7% |
| All | -57.2% | +38.5% | -95.7% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling