-74.4%
GRAB vs AEIS
+198.7%
-273.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.1% |
| 7D | -13.9% | +6.5% | -20.3% | -15.6% |
| 30D | -17.2% | -9.2% | -8.0% | -15.2% |
| 3M | -7.9% | -8.3% | +0.5% | -8.6% |
| 6M | -23.2% | -6.3% | -16.9% | -25.9% |
| YTD | -39.1% | +36.5% | -75.6% | -49.7% |
| 1Y | -42.5% | +84.8% | -127.3% | -58.4% |
| 3Y | -18.3% | +176.6% | -194.9% | -52.9% |
| 5Y | -71.7% | +237.1% | -308.8% | -85.6% |
| All | -74.4% | +198.7% | -273.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling