+7.2%
GEHC vs AEIS
+215.1%
-207.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.4% |
| 7D | -7.2% | +2.3% | -9.4% | -7.6% |
| 30D | -11.6% | -14.8% | +3.3% | -9.2% |
| 3M | -0.8% | -15.6% | +14.7% | +0.4% |
| 6M | -11.9% | -8.7% | -3.2% | -13.9% |
| YTD | -21.9% | +37.3% | -59.3% | -33.1% |
| 1Y | -17.8% | +80.3% | -98.2% | -36.2% |
| 3Y | -3.5% | +177.9% | -181.5% | -38.5% |
| All | +7.2% | +215.1% | -207.9% | -34.6% |
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