-12.3%
GFS vs AEIS
+160.7%
-173.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.3% | -6.4% | -2.4% |
| 7D | -3.1% | +1.0% | -4.1% | -4.6% |
| 30D | -16.0% | -24.0% | +8.0% | -1.2% |
| 3M | -24.7% | -32.5% | +7.8% | -5.4% |
| 6M | -45.1% | -38.6% | -6.6% | -27.3% |
| YTD | +16.5% | +4.8% | +11.6% | +4.1% |
| 1Y | +19.3% | +1.3% | +18.0% | +8.9% |
| 3Y | -20.0% | +159.2% | -179.2% | -66.4% |
| 5Y | -32.0% | +140.8% | -172.8% | -70.4% |
| All | -12.3% | +160.7% | -173.0% | -62.3% |
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