+2,192.7%
GLW vs AEIS
+1,770.4%
+422.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +0.8% |
| 7D | -13.9% | -11.3% | -2.7% | -10.8% |
| 30D | -35.0% | -32.6% | -2.4% | -26.9% |
| 3M | -32.4% | -39.2% | +6.8% | -21.2% |
| 6M | -41.3% | -45.4% | +4.0% | -28.8% |
| YTD | +21.8% | -5.8% | +27.7% | +27.3% |
| 1Y | +21.8% | -10.0% | +31.8% | +29.1% |
| 3Y | +307.7% | +121.2% | +186.5% | +228.1% |
| 5Y | +213.7% | +110.6% | +103.1% | +150.9% |
| 10Y | +509.3% | +326.6% | +182.6% | +274.2% |
| All | +2,192.7% | +1,770.4% | +422.3% | +703.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling