+3.0%
GD vs AEIS
-47.1%
+50.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.2% | +9.9% | -2.5% |
| 7D | -3.9% | -22.6% | +18.7% | -4.4% |
| 30D | +8.1% | -38.7% | +46.8% | +6.8% |
| 3M | -6.8% | -43.6% | +36.8% | -7.8% |
| 6M | +3.0% | -46.2% | +49.3% | -0.9% |
| All | +3.0% | -47.1% | +50.1% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling