+5.8%
GLXY vs AEIS
+131.3%
-125.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | +0.1% | -1.4% |
| 7D | -8.9% | -0.2% | -8.7% | -8.8% |
| 30D | +19.9% | -16.4% | +36.3% | +33.6% |
| 3M | -20.0% | -11.1% | -8.8% | -17.1% |
| 6M | +10.5% | -12.0% | +22.6% | +10.6% |
| YTD | +7.9% | +30.9% | -23.0% | -20.7% |
| 1Y | -7.5% | +74.3% | -81.8% | -44.4% |
| All | +5.8% | +131.3% | -125.4% | -51.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling