+186.8%
GS vs AEIS
+104.6%
+82.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.2% | +5.9% | -2.7% |
| 7D | -6.3% | -22.6% | +16.2% | +0.4% |
| 30D | -3.1% | -38.7% | +35.5% | +11.1% |
| 3M | -17.7% | -43.6% | +25.9% | -3.8% |
| 6M | -4.6% | -46.2% | +41.7% | +10.6% |
| YTD | +0.3% | -11.2% | +11.5% | -5.3% |
| 1Y | +11.7% | -17.7% | +29.4% | +8.3% |
| All | +186.8% | +104.6% | +82.2% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling