-21.1%
GIS vs AEIS
+562.2%
-583.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.3% |
| 7D | -6.4% | +2.3% | -8.6% | -6.4% |
| 30D | -6.1% | -14.8% | +8.7% | -6.1% |
| 3M | +7.8% | -15.6% | +23.4% | +7.9% |
| 6M | -8.8% | -8.7% | -0.1% | -8.9% |
| YTD | -19.1% | +37.3% | -56.5% | -20.0% |
| 1Y | -24.8% | +80.3% | -105.1% | -26.2% |
| 3Y | -37.6% | +177.9% | -215.5% | -40.0% |
| 5Y | -25.4% | +235.8% | -261.2% | -29.7% |
| All | -21.1% | +562.2% | -583.3% | -35.2% |
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