+29.3%
GPC vs AEE
+43.4%
-14.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.3% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | -0.4% | -1.2% | +0.9% | +0.1% |
| 3M | +39.2% | +1.0% | +38.2% | +38.7% |
| 6M | +18.2% | -2.3% | +20.5% | +19.4% |
| YTD | +12.1% | +9.1% | +3.0% | +8.0% |
| 1Y | -0.7% | +10.6% | -11.2% | -4.9% |
| 3Y | -1.7% | +48.5% | -50.2% | -17.4% |
| 5Y | +29.3% | +39.9% | -10.6% | +9.6% |
| All | +29.3% | +43.4% | -14.1% | +9.6% |
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