+140.8%
AEIS vs GPC
+7.9%
+132.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +10.4% |
| 7D | +1.0% | +0.8% | +0.1% | +0.7% |
| 30D | -24.0% | -1.1% | -22.9% | -24.0% |
| 3M | -32.5% | -6.6% | -25.9% | -31.1% |
| 6M | -38.6% | +22.2% | -60.8% | -45.8% |
| YTD | +4.8% | +5.1% | -0.2% | -2.2% |
| 1Y | +1.3% | +2.8% | -1.5% | -4.5% |
| 3Y | +159.2% | +2.4% | +156.9% | +130.5% |
| 5Y | +140.8% | +7.8% | +133.0% | +87.0% |
| All | +140.8% | +7.9% | +132.9% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling