-25.2%
GIS vs AEIS
+219.6%
-244.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -3.3% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | -5.2% | -16.4% | +11.2% | -6.1% |
| 3M | +8.2% | -11.1% | +19.3% | +7.9% |
| 6M | -12.0% | -12.0% | 0.0% | -12.1% |
| YTD | -18.9% | +30.9% | -49.7% | -17.8% |
| 1Y | -23.6% | +74.3% | -98.0% | -22.0% |
| 3Y | -37.6% | +165.2% | -202.8% | -35.7% |
| 5Y | -25.2% | +220.0% | -245.2% | -24.1% |
| All | -25.2% | +219.6% | -244.7% | -24.1% |
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