+457.2%
GS vs AEIS
+347.9%
+109.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +1.6% | -6.9% | +8.5% | +3.3% |
| 30D | +1.7% | -23.2% | +24.9% | +9.5% |
| 3M | -11.6% | -29.5% | +17.9% | -2.9% |
| 6M | -1.9% | -37.9% | +36.0% | +9.9% |
| YTD | +5.1% | +6.0% | -0.9% | -4.5% |
| 1Y | +16.4% | +1.2% | +15.2% | +7.4% |
| 3Y | +199.0% | +150.0% | +49.0% | +90.4% |
| 5Y | +157.4% | +141.9% | +15.6% | +60.4% |
| 10Y | +457.2% | +356.2% | +101.1% | +156.2% |
| All | +457.2% | +347.9% | +109.3% | +156.2% |
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