+185.8%
GS vs AEE
+57.7%
+128.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | -2.4% | +11.4% | -13.8% | -4.2% |
| 3M | -15.7% | +5.0% | -20.7% | -16.5% |
| 6M | -6.8% | +4.4% | -11.2% | -7.9% |
| YTD | -0.1% | +15.4% | -15.4% | -4.2% |
| 1Y | +12.1% | +13.8% | -1.7% | +7.9% |
| 3Y | +185.8% | +58.0% | +127.8% | +145.7% |
| All | +185.8% | +57.7% | +128.1% | +145.7% |
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 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