+154.7%
GS vs AEE
+56.1%
+98.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -11.5% | +5.1% | -16.5% | -12.8% |
| 6M | -2.5% | +5.2% | -7.7% | -4.4% |
| YTD | +5.5% | +16.1% | -10.6% | -0.5% |
| 1Y | +11.0% | +10.4% | +0.6% | +6.7% |
| 3Y | +200.1% | +63.1% | +136.9% | +147.8% |
| 5Y | +154.7% | +55.6% | +99.1% | +114.1% |
| All | +154.7% | +56.1% | +98.6% | +114.1% |
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