-18.4%
GRAB vs AEE
+46.3%
-64.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -10.8% | -0.8% | -10.0% | -10.7% |
| 30D | -15.5% | -2.9% | -12.6% | -15.2% |
| 3M | -9.0% | -2.4% | -6.5% | -8.8% |
| 6M | -21.6% | -2.7% | -18.9% | -21.5% |
| YTD | -38.9% | +7.3% | -46.1% | -39.9% |
| 1Y | -44.8% | +7.5% | -52.4% | -45.8% |
| 3Y | -18.4% | +46.2% | -64.7% | -22.2% |
| All | -18.4% | +46.3% | -64.7% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling