+3,032.8%
GEN vs AEIS
+1,982.0%
+1,050.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.3% | -11.3% | -2.3% |
| 7D | -0.3% | +1.0% | -1.3% | -1.3% |
| 30D | +28.2% | -24.0% | +52.2% | +33.7% |
| 3M | +2.6% | -32.5% | +35.1% | +8.6% |
| 6M | +32.7% | -38.6% | +71.3% | +39.6% |
| YTD | +11.3% | +4.8% | +6.4% | +2.4% |
| 1Y | +17.9% | +1.3% | +16.6% | +9.1% |
| 3Y | +66.3% | +159.2% | -92.9% | +21.5% |
| 5Y | +31.7% | +140.8% | -109.1% | -4.8% |
| 10Y | +150.0% | +349.8% | -199.8% | +43.3% |
| All | +3,032.8% | +1,982.0% | +1,050.8% | +714.9% |
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