-74.3%
GRAB vs AEIS
+200.6%
-274.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | -0.2% |
| 7D | -10.8% | +2.3% | -13.1% | -11.5% |
| 30D | -15.5% | -14.8% | -0.7% | -11.8% |
| 3M | -9.0% | -15.6% | +6.6% | -6.9% |
| 6M | -21.6% | -8.7% | -12.9% | -23.6% |
| YTD | -38.9% | +37.3% | -76.2% | -49.7% |
| 1Y | -44.8% | +80.3% | -125.2% | -59.7% |
| 3Y | -18.4% | +177.9% | -196.4% | -53.1% |
| 5Y | -71.6% | +235.8% | -307.5% | -85.6% |
| All | -74.3% | +200.6% | -274.9% | -86.5% |
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