+5.5%
GD vs AEIS
-2.1%
+7.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.3% | -9.1% | +2.2% |
| 7D | -3.0% | +1.0% | -4.0% | -3.0% |
| 30D | +9.3% | -24.0% | +33.3% | +9.0% |
| 3M | -7.2% | -32.5% | +25.3% | -7.4% |
| 6M | +5.5% | -38.6% | +44.0% | +4.6% |
| YTD | +9.5% | +4.8% | +4.7% | +0.3% |
| All | +5.5% | -2.1% | +7.5% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling