+652.8%
GS vs AEIS
+523.4%
+129.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | +0.9% | +3.0% | -2.0% | -0.1% |
| 30D | -1.6% | -14.6% | +13.1% | +3.3% |
| 3M | -4.5% | -12.4% | +8.0% | -2.6% |
| 6M | +20.9% | -15.0% | +35.8% | +22.6% |
| YTD | +19.9% | +34.3% | -14.4% | +2.6% |
| 1Y | +41.4% | +87.4% | -46.0% | +5.9% |
| 3Y | +239.2% | +139.8% | +99.4% | +123.6% |
| 5Y | +185.0% | +220.7% | -35.7% | +64.2% |
| All | +652.8% | +523.4% | +129.4% | +188.0% |
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