+167.9%
AEIS vs GPC
+0.9%
+167.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +3.0% | +1.2% | +1.8% | +2.6% |
| 30D | -14.6% | +6.0% | -20.6% | -16.0% |
| 3M | -12.4% | +42.6% | -55.1% | -23.7% |
| 6M | -15.0% | +22.8% | -37.7% | -21.7% |
| YTD | +34.3% | +15.5% | +18.8% | +24.8% |
| 1Y | +87.4% | +2.0% | +85.3% | +82.9% |
| All | +167.9% | +0.9% | +167.1% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling