+457.3%
GAP vs AEIS
+2,098.8%
-1,641.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -2.8% |
| 7D | -9.3% | +9.5% | -18.8% | -11.1% |
| 30D | -5.5% | -17.5% | +12.0% | -3.0% |
| 3M | +3.5% | -29.3% | +32.8% | +8.6% |
| 6M | +0.7% | -34.7% | +35.4% | +5.6% |
| YTD | -13.4% | +10.7% | -24.1% | -18.7% |
| 1Y | -7.7% | +7.4% | -15.0% | -12.9% |
| 3Y | +74.4% | +161.1% | -86.7% | +38.1% |
| 5Y | +5.3% | +150.7% | -145.4% | -16.0% |
| 10Y | +4.7% | +360.8% | -356.2% | -26.6% |
| All | +457.3% | +2,098.8% | -1,641.5% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling