+627.7%
GEV vs AEIS
+189.3%
+438.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | +3.2% | +6.5% | -3.3% | -0.1% |
| 30D | -4.0% | -9.2% | +5.2% | +0.5% |
| 3M | +3.4% | -8.3% | +11.8% | +5.3% |
| 6M | +14.7% | -6.3% | +21.0% | +12.6% |
| YTD | +45.8% | +36.5% | +9.3% | +13.0% |
| 1Y | +57.4% | +84.8% | -27.4% | -0.4% |
| All | +627.7% | +189.3% | +438.3% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling