+486.7%
GS vs AEIS
+320.4%
+166.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -2.4% |
| 7D | -3.2% | -11.3% | +8.1% | -0.1% |
| 30D | -2.4% | -32.6% | +30.2% | +9.9% |
| 3M | -15.7% | -39.2% | +23.4% | -2.7% |
| 6M | -6.8% | -45.4% | +38.6% | +9.1% |
| YTD | -0.1% | -5.8% | +5.8% | -5.5% |
| 1Y | +12.1% | -10.0% | +22.1% | +7.6% |
| 3Y | +185.8% | +121.2% | +64.6% | +89.7% |
| 5Y | +140.1% | +110.6% | +29.4% | +56.8% |
| All | +486.7% | +320.4% | +166.3% | +188.8% |
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