+158.4%
AEIS vs GGLL
+210.8%
-52.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.4% |
| 7D | +11.5% | +7.7% | +3.8% | +9.3% |
| 30D | -15.8% | -30.2% | +14.5% | -7.9% |
| 3M | -33.3% | -31.3% | -2.0% | -27.4% |
| 6M | -35.2% | -52.1% | +16.9% | -22.8% |
| YTD | +5.0% | -25.9% | +30.9% | +6.6% |
| 1Y | +8.5% | -8.5% | +16.9% | +2.2% |
| 3Y | +152.9% | +165.5% | -12.7% | +58.1% |
| All | +158.4% | +210.8% | -52.4% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling