+421.2%
GLW vs AEIS
+157.5%
+263.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.3% |
| 7D | +3.8% | +3.0% | +0.8% | +2.1% |
| 30D | -1.3% | -14.6% | +13.3% | +8.0% |
| 3M | -21.8% | -12.4% | -9.4% | -14.9% |
| 6M | +6.9% | -15.0% | +21.9% | +18.6% |
| YTD | +77.2% | +34.3% | +42.9% | +63.0% |
| 1Y | +123.2% | +87.4% | +35.9% | +79.5% |
| All | +421.2% | +157.5% | +263.8% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling