+39.4%
GM vs AEIS
+6.2%
+33.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.1% | +15.8% | +5.4% |
| 7D | +12.1% | -12.7% | +24.8% | +13.1% |
| 30D | +15.2% | -28.8% | +44.0% | +18.4% |
| 3M | +4.9% | -38.0% | +42.9% | +9.2% |
| 6M | +22.6% | -45.3% | +67.9% | +29.0% |
| YTD | +14.4% | +1.1% | +13.3% | +11.0% |
| 1Y | +39.4% | +8.6% | +30.8% | +33.2% |
| All | +39.4% | +6.2% | +33.2% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling