+75.8%
GM vs AEIS
+232.6%
-156.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -2.1% |
| 7D | -2.4% | +2.3% | -4.7% | -3.3% |
| 30D | -1.1% | -14.8% | +13.7% | +3.3% |
| 3M | +6.1% | -15.6% | +21.7% | +8.8% |
| 6M | +15.0% | -8.7% | +23.7% | +12.4% |
| YTD | +6.0% | +37.3% | -31.3% | -13.0% |
| 1Y | +47.1% | +80.3% | -33.2% | +5.8% |
| 3Y | +170.5% | +177.9% | -7.4% | +49.3% |
| All | +75.8% | +232.6% | -156.8% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling