+388.8%
GH vs AEIS
+461.2%
-72.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -3.2% |
| 7D | -2.5% | +2.3% | -4.8% | -3.6% |
| 30D | -4.7% | -14.8% | +10.1% | +1.4% |
| 3M | +20.2% | -15.6% | +35.8% | +24.3% |
| 6M | +78.8% | -8.7% | +87.5% | +73.7% |
| YTD | +54.1% | +37.3% | +16.8% | +20.7% |
| 1Y | +177.1% | +80.3% | +96.7% | +85.0% |
| 3Y | +371.6% | +177.9% | +193.7% | +145.6% |
| 5Y | +21.9% | +235.8% | -213.9% | -42.0% |
| All | +388.8% | +461.2% | -72.4% | +71.4% |
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