+521.8%
GLW vs AEIS
+347.9%
+173.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.8% |
| 7D | -11.1% | -6.9% | -4.2% | -8.1% |
| 30D | -28.4% | -23.2% | -5.2% | -19.5% |
| 3M | -28.8% | -29.5% | +0.7% | -16.3% |
| 6M | -39.8% | -37.9% | -1.9% | -24.5% |
| YTD | +28.7% | +6.0% | +22.8% | +31.2% |
| 1Y | +27.7% | +1.2% | +26.5% | +32.6% |
| 3Y | +331.3% | +150.0% | +181.4% | +203.1% |
| 5Y | +233.4% | +141.9% | +91.6% | +129.1% |
| 10Y | +521.8% | +356.2% | +165.6% | +175.1% |
| All | +521.8% | +347.9% | +173.8% | +175.1% |
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 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