+12.2%
GAP vs AEIS
+228.8%
-216.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.4% |
| 7D | +1.7% | +8.1% | -6.4% | -1.6% |
| 30D | +9.3% | -11.1% | +20.5% | +13.4% |
| 3M | +6.1% | -5.6% | +11.7% | +2.2% |
| 6M | -2.3% | -0.6% | -1.6% | -10.7% |
| YTD | -10.6% | +38.0% | -48.6% | -32.8% |
| 1Y | -4.4% | +87.2% | -91.7% | -40.8% |
| 3Y | +118.3% | +179.7% | -61.4% | +0.9% |
| 5Y | +12.2% | +241.7% | -229.5% | -57.1% |
| All | +12.2% | +228.8% | -216.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling