-60.1%
GME vs AEIS
+238.7%
-298.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.8% |
| 7D | +4.8% | +6.5% | -1.6% | +2.0% |
| 30D | +5.9% | -9.2% | +15.0% | +9.3% |
| 3M | -10.7% | -8.3% | -2.4% | -12.6% |
| 6M | -19.8% | -6.3% | -13.5% | -25.1% |
| YTD | -0.9% | +36.5% | -37.4% | -27.9% |
| 1Y | -15.7% | +84.8% | -100.4% | -50.7% |
| 3Y | +12.3% | +176.6% | -164.3% | -54.5% |
| 5Y | -60.1% | +237.1% | -297.2% | -87.1% |
| All | -60.1% | +238.7% | -298.8% | -87.1% |
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