+2,322.3%
GLW vs AEIS
+2,004.7%
+317.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -11.1% | -6.9% | -4.2% | -9.1% |
| 30D | -28.4% | -23.2% | -5.2% | -22.6% |
| 3M | -28.8% | -29.5% | +0.7% | -20.6% |
| 6M | -39.8% | -37.9% | -1.9% | -29.7% |
| YTD | +28.7% | +6.0% | +22.8% | +29.9% |
| 1Y | +27.7% | +1.2% | +26.5% | +30.7% |
| 3Y | +331.3% | +150.0% | +181.4% | +235.0% |
| 5Y | +233.4% | +141.9% | +91.6% | +156.2% |
| 10Y | +521.8% | +356.2% | +165.6% | +273.8% |
| All | +2,322.3% | +2,004.7% | +317.6% | +719.7% |
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 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