+371.1%
GH vs AEIS
+329.2%
+41.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +1.9% | -0.4% |
| 7D | +0.6% | +11.5% | -11.0% | -4.1% |
| 30D | -6.9% | -15.8% | +8.8% | -1.2% |
| 3M | -4.9% | -33.3% | +28.4% | +9.3% |
| 6M | +54.1% | -35.2% | +89.2% | +72.1% |
| YTD | +48.5% | +5.0% | +43.5% | +27.1% |
| 1Y | +61.2% | +8.5% | +52.7% | +35.3% |
| 3Y | +570.3% | +152.9% | +417.5% | +250.9% |
| 5Y | +46.1% | +144.6% | -98.5% | -22.5% |
| All | +371.1% | +329.2% | +41.9% | +80.4% |
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