+276.4%
GME vs AEIS
+531.1%
-254.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +3.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +8.3% | -16.4% | +24.8% | +13.8% |
| 3M | -9.1% | -11.1% | +2.1% | -9.1% |
| 6M | -16.3% | -12.0% | -4.3% | -17.6% |
| YTD | +1.5% | +30.9% | -29.3% | -14.2% |
| 1Y | -16.3% | +74.3% | -90.7% | -37.0% |
| 3Y | +15.1% | +165.2% | -150.0% | -27.3% |
| 5Y | -57.2% | +220.0% | -277.2% | -74.3% |
| All | +276.4% | +531.1% | -254.6% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling