+643.2%
GEV vs AEIS
+192.6%
+450.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.7% |
| 7D | +8.1% | +8.1% | 0.0% | +3.8% |
| 30D | -1.9% | -11.1% | +9.2% | +3.9% |
| 3M | +4.1% | -5.6% | +9.7% | +4.3% |
| 6M | +23.2% | -0.6% | +23.9% | +17.0% |
| YTD | +48.9% | +38.0% | +10.9% | +14.7% |
| 1Y | +62.2% | +87.2% | -25.0% | +1.9% |
| All | +643.2% | +192.6% | +450.6% | +248.2% |
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