-54.8%
GTLB vs AEE
+46.6%
-101.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.7% | -0.8% | -4.9% | -5.7% |
| 30D | +15.1% | -2.9% | +18.1% | +15.3% |
| 3M | +65.5% | -2.4% | +67.9% | +65.4% |
| 6M | +102.9% | -2.7% | +105.6% | +102.5% |
| YTD | +25.2% | +7.3% | +17.9% | +22.9% |
| 1Y | -5.5% | +7.5% | -13.1% | -7.5% |
| 3Y | -10.9% | +46.2% | -57.1% | -20.9% |
| All | -54.8% | +46.6% | -101.3% | -55.7% |
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 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