+238.7%
GM vs AEIS
+2,374.1%
-2,135.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.2% |
| 7D | +0.4% | +8.1% | -7.7% | -2.2% |
| 30D | -1.8% | -11.1% | +9.3% | +1.3% |
| 3M | +2.6% | -5.6% | +8.3% | +1.2% |
| 6M | +14.6% | -0.6% | +15.2% | +9.2% |
| YTD | +6.2% | +38.0% | -31.8% | -11.1% |
| 1Y | +48.7% | +87.2% | -38.6% | +9.8% |
| 3Y | +168.3% | +179.7% | -11.4% | +63.5% |
| 5Y | +82.8% | +241.7% | -159.0% | +2.0% |
| 10Y | +226.2% | +547.2% | -321.0% | +34.3% |
| All | +238.7% | +2,374.1% | -2,135.4% | -23.0% |
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 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