-54.6%
GTLB vs AEE
+49.1%
-103.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.3% | -5.4% |
| 7D | +4.6% | +1.3% | +3.3% | +4.5% |
| 30D | +21.0% | -1.2% | +22.2% | +21.0% |
| 3M | +51.7% | +1.0% | +50.7% | +51.4% |
| 6M | +89.3% | -2.3% | +91.6% | +89.1% |
| YTD | +25.6% | +9.1% | +16.5% | +23.3% |
| 1Y | -1.5% | +10.6% | -12.1% | -3.8% |
| 3Y | -9.9% | +48.5% | -58.4% | -20.0% |
| All | -54.6% | +49.1% | -103.7% | -55.5% |
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