+4,408.4%
GD vs AEIS
+2,566.8%
+1,841.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.0% |
| 7D | -5.3% | +3.0% | -8.2% | -5.6% |
| 30D | -6.4% | -14.6% | +8.2% | -5.0% |
| 3M | +5.7% | -12.4% | +18.1% | +6.1% |
| 6M | -0.9% | -15.0% | +14.0% | -0.8% |
| YTD | +8.2% | +34.3% | -26.1% | +2.8% |
| 1Y | +13.4% | +87.4% | -73.9% | +3.6% |
| 3Y | +68.5% | +139.8% | -71.3% | +47.3% |
| 5Y | +97.2% | +220.7% | -123.6% | +64.9% |
| 10Y | +190.2% | +531.6% | -341.4% | +119.0% |
| All | +4,408.4% | +2,566.8% | +1,841.6% | +2,617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling