+49.7%
GSK vs AEE
+39.2%
+10.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.6% | +1.1% | -4.6% | -3.9% |
| 30D | -5.9% | 0.0% | -5.9% | -6.0% |
| 3M | -4.3% | -0.9% | -3.3% | -4.0% |
| 6M | -10.8% | -2.4% | -8.4% | -10.2% |
| YTD | +1.8% | +8.6% | -6.9% | -0.7% |
| 1Y | +23.5% | +10.2% | +13.3% | +19.9% |
| 3Y | +49.5% | +47.8% | +1.7% | +33.9% |
| 5Y | +49.7% | +40.1% | +9.6% | +33.7% |
| All | +49.7% | +39.2% | +10.5% | +33.7% |
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 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