-7.8%
GFS vs AEIS
+171.9%
-179.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +17.2% | +23.2% | -6.0% | +2.3% |
| 30D | -8.7% | -17.0% | +8.3% | +1.5% |
| 3M | -19.7% | -32.2% | +12.5% | +0.6% |
| 6M | -40.7% | -32.6% | -8.1% | -26.0% |
| YTD | +22.5% | +9.4% | +13.2% | +6.6% |
| 1Y | +25.2% | +7.7% | +17.5% | +9.9% |
| 3Y | -17.7% | +157.9% | -175.6% | -65.0% |
| 5Y | -23.5% | +154.8% | -178.3% | -67.9% |
| All | -7.8% | +171.9% | -179.7% | -61.4% |
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