+2,064.0%
GS vs AEE
+821.0%
+1,243.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -1.6% | -2.3% | +0.7% | -0.5% |
| 3M | -4.5% | +0.2% | -4.7% | -5.2% |
| 6M | +20.9% | -4.7% | +25.6% | +22.8% |
| YTD | +19.9% | +8.1% | +11.8% | +13.8% |
| 1Y | +41.4% | +8.5% | +32.9% | +33.6% |
| 3Y | +239.2% | +48.9% | +190.3% | +167.4% |
| 5Y | +185.0% | +39.9% | +145.1% | +128.5% |
| 10Y | +655.0% | +186.5% | +468.4% | +280.4% |
| All | +2,064.0% | +821.0% | +1,243.1% | +613.6% |
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