-30.1%
GFS vs AEIS
+142.3%
-172.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -0.1% |
| 7D | +7.4% | +11.5% | -4.1% | -0.1% |
| 30D | -15.3% | -15.8% | +0.5% | -6.4% |
| 3M | -21.1% | -33.3% | +12.2% | -0.2% |
| 6M | -44.5% | -35.2% | -9.3% | -28.9% |
| YTD | +19.2% | +5.0% | +14.2% | +6.5% |
| 1Y | +27.2% | +8.5% | +18.8% | +10.9% |
| 3Y | -20.1% | +152.9% | -173.0% | -65.8% |
| All | -30.1% | +142.3% | -172.5% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling