+198.8%
GS vs AEE
+63.2%
+135.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +5.1% | +0.6% | +4.5% | +5.0% |
| 30D | +2.4% | +8.8% | -6.4% | +0.9% |
| 3M | -11.5% | +5.1% | -16.5% | -12.3% |
| 6M | -2.5% | +5.2% | -7.7% | -3.8% |
| YTD | +5.5% | +16.1% | -10.6% | +1.0% |
| 1Y | +11.0% | +10.4% | +0.6% | +8.0% |
| All | +198.8% | +63.2% | +135.6% | +148.5% |
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