+307.7%
GLW vs AEIS
+117.1%
+190.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | -1.1% |
| 7D | -13.9% | -11.3% | -2.7% | -7.9% |
| 30D | -35.0% | -32.6% | -2.4% | -18.2% |
| 3M | -32.4% | -39.2% | +6.8% | -9.3% |
| 6M | -41.3% | -45.4% | +4.0% | -16.4% |
| YTD | +21.8% | -5.8% | +27.7% | +38.4% |
| 1Y | +21.8% | -10.0% | +31.8% | +41.0% |
| 3Y | +307.7% | +121.2% | +186.5% | +218.7% |
| All | +307.7% | +117.1% | +190.5% | +218.7% |
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