+20.6%
GEN vs AEIS
+228.8%
-208.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.1% |
| 7D | -0.7% | +8.1% | -8.8% | -1.6% |
| 30D | +2.6% | -11.1% | +13.8% | +3.8% |
| 3M | +15.8% | -5.6% | +21.4% | +14.3% |
| 6M | +33.1% | -0.6% | +33.8% | +28.1% |
| YTD | +11.3% | +38.0% | -26.7% | -1.1% |
| 1Y | +1.7% | +87.2% | -85.6% | -16.9% |
| 3Y | +58.1% | +179.7% | -121.5% | +13.3% |
| 5Y | +20.6% | +241.7% | -221.1% | -19.8% |
| All | +20.6% | +228.8% | -208.2% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling