+1,132.6%
GE vs AEIS
+2,072.0%
-939.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | +5.1% | +23.2% | -18.1% | +1.3% |
| 30D | +7.6% | -17.0% | +24.6% | +10.4% |
| 3M | -9.3% | -32.2% | +22.9% | -4.0% |
| 6M | +11.5% | -32.6% | +44.1% | +16.6% |
| YTD | +7.9% | +9.4% | -1.5% | +2.8% |
| 1Y | +7.6% | +7.7% | 0.0% | +2.8% |
| 3Y | +265.9% | +157.9% | +107.9% | +194.1% |
| 5Y | +405.9% | +154.8% | +251.2% | +303.6% |
| 10Y | +149.6% | +355.2% | -205.6% | +73.1% |
| All | +1,132.6% | +2,072.0% | -939.3% | +455.4% |
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 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