+87.4%
AEIS vs FDS
-17.4%
+104.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +0.8% |
| 7D | +3.0% | -1.9% | +4.9% | +2.1% |
| 30D | -14.6% | +9.0% | -23.7% | -10.7% |
| 3M | -12.4% | +18.9% | -31.3% | -1.7% |
| 6M | -15.0% | +35.1% | -50.1% | -0.1% |
| YTD | +34.3% | +5.5% | +28.8% | +50.8% |
| 1Y | +87.4% | -16.8% | +104.2% | +93.9% |
| All | +87.4% | -17.4% | +104.8% | +93.9% |
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