+23.2%
GH vs AEIS
+219.6%
-196.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -3.7% | -16.4% | +12.7% | +4.2% |
| 3M | +21.7% | -11.1% | +32.8% | +21.6% |
| 6M | +75.7% | -12.0% | +87.8% | +71.0% |
| YTD | +55.7% | +30.9% | +24.8% | +16.0% |
| 1Y | +181.1% | +74.3% | +106.8% | +67.2% |
| 3Y | +371.6% | +165.2% | +206.4% | +96.2% |
| 5Y | +23.2% | +220.0% | -196.8% | -58.9% |
| All | +23.2% | +219.6% | -196.4% | -58.9% |
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