+100.5%
GD vs AEIS
+142.3%
-41.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.4% |
| 7D | +2.7% | +11.5% | -8.9% | +1.7% |
| 30D | +8.6% | -15.8% | +24.4% | +9.7% |
| 3M | -7.1% | -33.3% | +26.3% | -4.5% |
| 6M | +7.5% | -35.2% | +42.7% | +9.6% |
| YTD | +9.9% | +5.0% | +4.9% | +4.5% |
| 1Y | +7.6% | +8.5% | -0.9% | +1.8% |
| 3Y | +56.2% | +152.9% | -96.7% | +27.8% |
| All | +100.5% | +142.3% | -41.8% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling