+39.3%
GEHC vs AEIS
+140.9%
-101.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.0% |
| 7D | +0.8% | +11.5% | -10.7% | -1.0% |
| 30D | +21.3% | -15.8% | +37.1% | +23.6% |
| 3M | +12.6% | -33.3% | +45.9% | +18.9% |
| 6M | +34.3% | -35.2% | +69.5% | +39.6% |
| YTD | +1.4% | +5.0% | -3.6% | -10.1% |
| 1Y | +12.5% | +8.5% | +4.0% | -1.5% |
| 3Y | +19.2% | +152.9% | -133.7% | -24.2% |
| All | +39.3% | +140.9% | -101.7% | -12.2% |
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