-57.4%
GNRC vs AEIS
+232.6%
-290.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +0.2% |
| 7D | -0.2% | +2.3% | -2.5% | -1.5% |
| 30D | -15.7% | -14.8% | -0.9% | -8.4% |
| 3M | -27.3% | -15.6% | -11.8% | -21.6% |
| 6M | -12.1% | -8.7% | -3.4% | -11.3% |
| YTD | +37.1% | +37.3% | -0.2% | +9.0% |
| 1Y | -0.5% | +80.3% | -80.8% | -33.5% |
| 3Y | +61.5% | +177.9% | -116.4% | -24.1% |
| All | -57.4% | +232.6% | -290.0% | -83.3% |
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