+438.8%
GS vs AEIS
+332.3%
+106.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.6% |
| 7D | +5.9% | +11.5% | -5.6% | +1.9% |
| 30D | +4.3% | -15.8% | +20.1% | +8.9% |
| 3M | -11.7% | -33.3% | +21.7% | -1.1% |
| 6M | -3.2% | -35.2% | +32.0% | +6.8% |
| YTD | +5.8% | +5.0% | +0.8% | -3.6% |
| 1Y | +16.0% | +8.5% | +7.6% | +4.4% |
| 3Y | +199.8% | +152.9% | +46.9% | +90.1% |
| 5Y | +155.5% | +144.6% | +10.9% | +58.5% |
| All | +438.8% | +332.3% | +106.5% | +147.6% |
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