+547.2%
AEIS vs GPC
+79.8%
+467.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +4.3% |
| 7D | +8.1% | +0.2% | +7.9% | +7.9% |
| 30D | -11.1% | -0.4% | -10.7% | -11.2% |
| 3M | -5.6% | +39.2% | -44.8% | -24.5% |
| 6M | -0.6% | +18.2% | -18.9% | -12.7% |
| YTD | +38.0% | +12.1% | +25.9% | +23.1% |
| 1Y | +87.2% | -0.7% | +87.9% | +79.2% |
| 3Y | +179.7% | -1.7% | +181.4% | +156.5% |
| 5Y | +241.7% | +29.3% | +212.5% | +157.3% |
| 10Y | +547.2% | +80.7% | +466.5% | +285.0% |
| All | +547.2% | +79.8% | +467.3% | +285.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling