+200.1%
GDDY vs AEIS
+562.2%
-362.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.2% | +0.6% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | +6.8% | -14.8% | +21.6% | +10.0% |
| 3M | +30.5% | -15.6% | +46.0% | +31.1% |
| 6M | +13.3% | -8.7% | +22.0% | +8.4% |
| YTD | -21.0% | +37.3% | -58.3% | -34.7% |
| 1Y | -34.0% | +80.3% | -114.3% | -50.9% |
| 3Y | +33.1% | +177.9% | -144.9% | -19.5% |
| 5Y | +30.3% | +235.8% | -205.5% | -28.6% |
| All | +200.1% | +562.2% | -362.1% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling