+6.7%
GME vs AEIS
+173.5%
-166.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.1% |
| 7D | +0.4% | +8.1% | -7.7% | -1.6% |
| 30D | -1.4% | -11.1% | +9.7% | +1.2% |
| 3M | -15.1% | -5.6% | -9.5% | -16.8% |
| 6M | -22.5% | -0.6% | -21.8% | -27.2% |
| YTD | -5.9% | +38.0% | -44.0% | -24.3% |
| 1Y | -18.6% | +87.2% | -105.9% | -44.2% |
| 3Y | +6.7% | +179.7% | -173.0% | -45.5% |
| All | +6.7% | +173.5% | -166.9% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling