+637.6%
GIS vs AEIS
+2,566.8%
-1,929.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.5% |
| 7D | -7.8% | +3.0% | -10.8% | -7.9% |
| 30D | +6.6% | -14.6% | +21.2% | +6.9% |
| 3M | +21.0% | -12.4% | +33.4% | +21.0% |
| 6M | -9.1% | -15.0% | +5.9% | -9.1% |
| YTD | -13.6% | +34.3% | -47.9% | -14.9% |
| 1Y | -18.0% | +87.4% | -105.4% | -20.2% |
| 3Y | -33.7% | +139.8% | -173.4% | -36.3% |
| 5Y | -19.4% | +220.7% | -240.2% | -23.8% |
| 10Y | -21.3% | +531.6% | -552.8% | -28.4% |
| All | +637.6% | +2,566.8% | -1,929.2% | +523.7% |
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