+24.3%
GAP vs AEIS
+531.1%
-506.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.4% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -0.2% | -16.4% | +16.2% | +6.2% |
| 3M | 0.0% | -11.1% | +11.2% | -0.6% |
| 6M | -8.1% | -12.0% | +3.9% | -9.9% |
| YTD | -16.5% | +30.9% | -47.3% | -32.6% |
| 1Y | -10.5% | +74.3% | -84.8% | -37.6% |
| 3Y | +104.0% | +165.2% | -61.2% | +13.2% |
| 5Y | +6.8% | +220.0% | -213.3% | -46.3% |
| All | +24.3% | +531.1% | -506.8% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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