+524.5%
GLW vs AEIS
+332.3%
+192.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.6% | -2.7% |
| 7D | +7.5% | +11.5% | -4.0% | +2.3% |
| 30D | -19.0% | -15.8% | -3.3% | -12.6% |
| 3M | -27.9% | -33.3% | +5.4% | -13.0% |
| 6M | -44.6% | -35.2% | -9.4% | -31.6% |
| YTD | +31.0% | +5.0% | +26.0% | +34.2% |
| 1Y | +39.7% | +8.5% | +31.2% | +41.4% |
| 3Y | +338.2% | +152.9% | +185.3% | +207.2% |
| 5Y | +228.4% | +144.6% | +83.8% | +125.2% |
| All | +524.5% | +332.3% | +192.2% | +180.0% |
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