+174.0%
GD vs AEIS
+347.9%
-173.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -1.9% | -6.9% | +5.0% | -1.1% |
| 30D | +10.9% | -23.2% | +34.1% | +14.8% |
| 3M | -6.8% | -29.5% | +22.7% | -2.7% |
| 6M | +7.0% | -37.9% | +44.9% | +12.3% |
| YTD | +11.1% | +6.0% | +5.1% | +3.7% |
| 1Y | +7.0% | +1.2% | +5.8% | +0.6% |
| 3Y | +59.9% | +150.0% | -90.0% | +20.1% |
| 5Y | +102.5% | +141.9% | -39.4% | +48.2% |
| 10Y | +174.0% | +356.2% | -182.1% | +59.5% |
| All | +174.0% | +347.9% | -173.9% | +59.5% |
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 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