+573.7%
GIS vs AEIS
+1,985.6%
-1,411.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.5% |
| 7D | -3.4% | +11.5% | -14.9% | -3.6% |
| 30D | +6.9% | -15.8% | +22.6% | +7.1% |
| 3M | -10.1% | -33.3% | +23.2% | -9.5% |
| 6M | +5.9% | -35.2% | +41.0% | +6.4% |
| YTD | -21.1% | +5.0% | -26.1% | -22.0% |
| 1Y | -22.5% | +8.5% | -31.0% | -23.4% |
| 3Y | -39.0% | +152.9% | -191.9% | -41.7% |
| 5Y | -33.3% | +144.6% | -178.0% | -36.6% |
| 10Y | -17.0% | +337.1% | -354.2% | -24.0% |
| All | +573.7% | +1,985.6% | -1,411.9% | +471.8% |
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