+335.2%
AEIS vs FDS
+127.7%
+207.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +11.5% | +1.5% | +10.0% | +11.0% |
| 30D | -15.8% | +14.8% | -30.6% | -20.7% |
| 3M | -33.3% | +16.3% | -49.6% | -38.4% |
| 6M | -35.2% | +66.2% | -101.4% | -52.0% |
| YTD | +5.0% | +16.2% | -11.2% | -8.2% |
| 1Y | +8.5% | +21.8% | -13.4% | -8.7% |
| 3Y | +152.9% | -23.9% | +176.8% | +180.8% |
| 5Y | +144.6% | -23.1% | +167.7% | +164.7% |
| All | +335.2% | +127.7% | +207.5% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling