+105.2%
GSK vs AEE
+222.5%
-117.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | +6.3% | +9.7% | -3.4% | +3.0% |
| 3M | +1.8% | +5.9% | -4.1% | -0.3% |
| 6M | +1.7% | +6.7% | -5.0% | -0.7% |
| YTD | +6.5% | +17.4% | -10.8% | +0.7% |
| 1Y | +9.5% | +12.7% | -3.2% | +4.9% |
| 3Y | +65.3% | +68.2% | -2.9% | +36.8% |
| 5Y | +43.7% | +57.3% | -13.6% | +20.3% |
| All | +105.2% | +222.5% | -117.3% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling