+692.8%
GOOGL vs AEIS
+332.3%
+360.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.1% |
| 7D | +3.9% | +11.5% | -7.6% | +0.5% |
| 30D | -14.9% | -15.8% | +0.8% | -11.8% |
| 3M | -14.6% | -33.3% | +18.8% | -6.3% |
| 6M | -26.4% | -35.2% | +8.7% | -21.0% |
| YTD | -5.3% | +5.0% | -10.3% | -15.0% |
| 1Y | +6.5% | +8.5% | -2.0% | -5.6% |
| 3Y | +126.0% | +152.9% | -26.8% | +43.6% |
| 5Y | +100.8% | +144.6% | -43.8% | +26.0% |
| All | +692.8% | +332.3% | +360.5% | +270.0% |
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