+5.9%
GD vs AEIS
-12.7%
+18.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.8% | -0.6% |
| 7D | -5.0% | -11.3% | +6.3% | -4.9% |
| 30D | +8.9% | -32.6% | +41.5% | +8.7% |
| 3M | -8.0% | -39.2% | +31.1% | -8.2% |
| 6M | +2.9% | -45.4% | +48.3% | +2.1% |
| YTD | +7.1% | -5.8% | +12.9% | -1.6% |
| 1Y | +5.9% | -10.0% | +15.9% | -2.0% |
| All | +5.9% | -12.7% | +18.6% | -2.0% |
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