+76.7%
GSK vs AEE
+191.1%
-114.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -3.5% | -0.8% | -2.8% | -3.3% |
| 30D | -3.4% | -2.9% | -0.5% | -2.5% |
| 3M | -8.1% | -2.4% | -5.7% | -7.4% |
| 6M | -11.1% | -2.7% | -8.4% | -10.4% |
| YTD | +0.7% | +7.3% | -6.5% | -1.8% |
| 1Y | +20.1% | +7.5% | +12.6% | +16.9% |
| 3Y | +46.1% | +46.2% | -0.1% | +27.3% |
| 5Y | +48.2% | +39.7% | +8.5% | +29.8% |
| All | +76.7% | +191.1% | -114.4% | +31.4% |
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