+435.3%
GNRC vs AEIS
+562.2%
-126.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +0.6% |
| 7D | -0.2% | +2.3% | -2.5% | -1.3% |
| 30D | -15.7% | -14.8% | -0.9% | -9.5% |
| 3M | -27.3% | -15.6% | -11.8% | -22.4% |
| 6M | -12.1% | -8.7% | -3.4% | -10.8% |
| YTD | +37.1% | +37.3% | -0.2% | +15.0% |
| 1Y | -0.5% | +80.3% | -80.8% | -27.2% |
| 3Y | +61.5% | +177.9% | -116.4% | -7.9% |
| 5Y | -58.6% | +235.8% | -294.4% | -78.2% |
| All | +435.3% | +562.2% | -126.9% | +95.0% |
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 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