+84.8%
AEIS vs GGLL
+64.8%
+19.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.1% |
| 7D | +6.5% | -3.9% | +10.4% | +7.4% |
| 30D | -9.2% | -15.4% | +6.2% | -5.9% |
| 3M | -8.3% | -21.9% | +13.6% | -3.8% |
| 6M | -6.3% | +4.5% | -10.8% | -13.8% |
| YTD | +36.5% | -2.4% | +38.9% | +26.8% |
| 1Y | +84.8% | +57.8% | +27.0% | +36.0% |
| All | +84.8% | +64.8% | +19.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling