-16.4%
GFS vs AEIS
+134.2%
-150.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.1% | +0.1% | +2.3% |
| 7D | -7.8% | -11.3% | +3.5% | -1.0% |
| 30D | -19.7% | -32.6% | +12.9% | +2.3% |
| 3M | -23.1% | -39.2% | +16.0% | +3.5% |
| 6M | -46.4% | -45.4% | -1.0% | -23.2% |
| YTD | +11.0% | -5.8% | +16.8% | +6.6% |
| 1Y | +12.6% | -10.0% | +22.6% | +11.3% |
| 3Y | -24.9% | +121.2% | -146.1% | -64.8% |
| 5Y | -39.1% | +110.6% | -149.7% | -70.9% |
| All | -16.4% | +134.2% | -150.6% | -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 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