-74.7%
GRAB vs AEE
+59.5%
-134.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -12.0% | -0.7% | -11.3% | -12.0% |
| 30D | -19.5% | -2.0% | -17.5% | -19.5% |
| 3M | -8.0% | -2.8% | -5.1% | -8.0% |
| 6M | -22.2% | -3.6% | -18.6% | -22.3% |
| YTD | -39.7% | +7.3% | -47.0% | -39.6% |
| 1Y | -43.2% | +8.7% | -51.9% | -43.1% |
| 3Y | -19.1% | +46.0% | -65.1% | -16.8% |
| 5Y | -72.0% | +39.8% | -111.8% | -71.0% |
| All | -74.7% | +59.5% | -134.2% | -70.8% |
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