+476.3%
GAP vs AEIS
+2,566.8%
-2,090.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | -4.5% | +3.0% | -7.4% | -5.0% |
| 30D | +9.0% | -14.6% | +23.7% | +11.8% |
| 3M | +5.0% | -12.4% | +17.4% | +5.4% |
| 6M | -17.8% | -15.0% | -2.8% | -17.3% |
| YTD | -10.4% | +34.3% | -44.7% | -17.9% |
| 1Y | -3.4% | +87.4% | -90.8% | -17.3% |
| 3Y | +111.5% | +139.8% | -28.3% | +71.8% |
| 5Y | +8.8% | +220.7% | -211.9% | -16.0% |
| 10Y | +32.9% | +531.6% | -498.7% | -10.5% |
| All | +476.3% | +2,566.8% | -2,090.5% | +141.5% |
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