+8.6%
AEIS vs GPC
+6.5%
+2.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.9% | -11.0% |
| 7D | -12.7% | +4.1% | -16.8% | -12.5% |
| 30D | -28.8% | +0.1% | -29.0% | -28.8% |
| 3M | -38.0% | -3.9% | -34.1% | -38.0% |
| 6M | -45.3% | +24.4% | -69.7% | -48.6% |
| YTD | +1.1% | +5.7% | -4.5% | -6.7% |
| 1Y | +8.6% | +6.8% | +1.9% | -0.8% |
| All | +8.6% | +6.5% | +2.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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