+0.1%
AEIS vs GPC
+2.8%
-2.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +11.4% |
| 7D | +1.0% | +0.8% | +0.1% | +1.0% |
| 30D | -24.0% | -1.1% | -22.9% | -24.0% |
| 3M | -32.5% | -6.6% | -25.9% | -32.6% |
| 6M | -38.6% | +22.2% | -60.8% | -41.8% |
| YTD | +4.8% | +5.1% | -0.2% | -1.4% |
| All | +0.1% | +2.8% | -2.7% | -4.0% |
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 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