+1,032.6%
GME vs AEIS
+1,080.2%
-47.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | +7.2% | +3.0% | +4.3% | +6.4% |
| 30D | +0.8% | -14.6% | +15.4% | +4.4% |
| 3M | -14.0% | -12.4% | -1.5% | -13.4% |
| 6M | -19.7% | -15.0% | -4.8% | -19.7% |
| YTD | -4.6% | +34.3% | -38.9% | -15.7% |
| 1Y | -14.3% | +87.4% | -101.7% | -31.1% |
| 3Y | +4.0% | +139.8% | -135.8% | -22.6% |
| 5Y | -62.2% | +220.7% | -282.9% | -73.4% |
| 10Y | +241.4% | +531.6% | -290.2% | +83.1% |
| All | +1,032.6% | +1,080.2% | -47.6% | +263.0% |
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