+147.8%
GE vs AEIS
+531.1%
-383.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.9% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -11.9% | -16.4% | +4.5% | -7.5% |
| 3M | +1.8% | -11.1% | +13.0% | +2.7% |
| 6M | -0.6% | -12.0% | +11.4% | -0.8% |
| YTD | +5.5% | +30.9% | -25.4% | -8.2% |
| 1Y | +15.0% | +74.3% | -59.4% | -9.8% |
| 3Y | +269.5% | +165.2% | +104.4% | +142.1% |
| 5Y | +422.4% | +220.0% | +202.4% | +213.1% |
| All | +147.8% | +531.1% | -383.2% | +7.4% |
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