+118.3%
GAP vs AEIS
+173.5%
-55.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.1% |
| 7D | +1.7% | +8.1% | -6.4% | -0.9% |
| 30D | +9.3% | -11.1% | +20.5% | +12.7% |
| 3M | +6.1% | -5.6% | +11.7% | +2.8% |
| 6M | -2.3% | -0.6% | -1.6% | -9.6% |
| YTD | -10.6% | +38.0% | -48.6% | -30.3% |
| 1Y | -4.4% | +87.2% | -91.7% | -37.8% |
| 3Y | +118.3% | +179.7% | -61.4% | +11.4% |
| All | +118.3% | +173.5% | -55.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling