-2.7%
GFS vs AEIS
+243.2%
-245.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -2.1% |
| 7D | +2.6% | +8.1% | -5.5% | -2.5% |
| 30D | -16.4% | -11.1% | -5.3% | -10.2% |
| 3M | -41.6% | -5.6% | -35.9% | -40.4% |
| 6M | -3.7% | -0.6% | -3.0% | -7.2% |
| YTD | +29.3% | +38.0% | -8.7% | -1.1% |
| 1Y | +37.1% | +87.2% | -50.1% | -17.0% |
| 3Y | -22.1% | +179.7% | -201.8% | -67.3% |
| All | -2.7% | +243.2% | -245.9% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling