-41.9%
GRAB vs AEIS
+6.2%
-48.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -11.1% | +18.8% | +8.5% |
| 7D | +22.2% | -12.7% | +34.9% | +23.1% |
| 30D | +6.0% | -28.8% | +34.8% | +8.6% |
| 3M | -9.7% | -38.0% | +28.3% | -6.6% |
| 6M | -7.2% | -45.3% | +38.1% | -3.4% |
| YTD | -32.7% | +1.1% | -33.8% | -37.1% |
| 1Y | -41.9% | +8.6% | -50.5% | -46.8% |
| All | -41.9% | +6.2% | -48.2% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling