+44.4%
GSK vs AEIS
+142.3%
-98.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.6% |
| 7D | +1.1% | +11.5% | -10.4% | +1.0% |
| 30D | +6.3% | -15.8% | +22.1% | +6.5% |
| 3M | +1.8% | -33.3% | +35.1% | +2.5% |
| 6M | +1.7% | -35.2% | +36.8% | +2.1% |
| YTD | +6.5% | +5.0% | +1.5% | +4.2% |
| 1Y | +9.5% | +8.5% | +1.0% | +6.8% |
| 3Y | +65.3% | +152.9% | -87.6% | +51.8% |
| All | +44.4% | +142.3% | -98.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling