+27.9%
GAP vs AEIS
+562.2%
-534.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.1% | +0.9% |
| 7D | -4.1% | +2.3% | -6.4% | -5.0% |
| 30D | +6.2% | -14.8% | +21.0% | +12.3% |
| 3M | -0.7% | -15.6% | +14.9% | +1.4% |
| 6M | -7.1% | -8.7% | +1.6% | -10.2% |
| YTD | -14.1% | +37.3% | -51.4% | -32.0% |
| 1Y | -8.5% | +80.3% | -88.8% | -37.1% |
| 3Y | +115.4% | +177.9% | -62.6% | +17.2% |
| 5Y | +9.8% | +235.8% | -226.0% | -45.9% |
| All | +27.9% | +562.2% | -534.3% | -55.8% |
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