+853.6%
GLW vs AEIS
+552.8%
+300.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.8% | +4.8% | +6.3% |
| 7D | +14.0% | +8.1% | +5.9% | +10.2% |
| 30D | +0.4% | -11.1% | +11.5% | +6.0% |
| 3M | -11.3% | -5.6% | -5.7% | -8.2% |
| 6M | +35.1% | -0.6% | +35.7% | +38.4% |
| YTD | +90.5% | +38.0% | +52.5% | +71.9% |
| 1Y | +132.0% | +87.2% | +44.8% | +85.2% |
| 3Y | +463.3% | +179.7% | +283.6% | +270.5% |
| 5Y | +382.5% | +241.7% | +140.8% | +184.3% |
| All | +853.6% | +552.8% | +300.8% | +272.9% |
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