+4,391.9%
GD vs AEIS
+1,662.6%
+2,729.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.2% | +9.9% | -1.1% |
| 7D | -3.9% | -22.6% | +18.7% | -1.5% |
| 30D | +8.1% | -38.7% | +46.8% | +13.2% |
| 3M | -6.8% | -43.6% | +36.8% | -1.8% |
| 6M | +3.0% | -46.2% | +49.3% | +8.0% |
| YTD | +7.8% | -11.2% | +19.0% | +6.2% |
| 1Y | +5.8% | -17.7% | +23.5% | +5.1% |
| 3Y | +55.3% | +104.1% | -48.8% | +37.3% |
| 5Y | +96.7% | +98.5% | -1.8% | +72.1% |
| 10Y | +195.4% | +302.0% | -106.7% | +132.1% |
| All | +4,391.9% | +1,662.6% | +2,729.3% | +2,708.9% |
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 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