+8.6%
AEIS vs FDS
+31.1%
-22.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.9% | -14.0% | -9.6% |
| 7D | -12.7% | +9.4% | -22.1% | -8.1% |
| 30D | -28.8% | +23.8% | -52.6% | -20.1% |
| 3M | -38.0% | +25.1% | -63.1% | -28.9% |
| 6M | -45.3% | +53.8% | -99.1% | -29.9% |
| YTD | +1.1% | +19.6% | -18.4% | +26.2% |
| 1Y | +8.6% | +31.6% | -23.0% | +45.1% |
| All | +8.6% | +31.1% | -22.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling