+554.7%
AEIS vs FDS
+72.8%
+481.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.2% |
| 7D | +6.5% | -8.8% | +15.3% | +10.1% |
| 30D | -9.2% | -1.4% | -7.8% | -9.4% |
| 3M | -8.3% | +13.9% | -22.2% | -16.6% |
| 6M | -6.3% | +27.4% | -33.7% | -22.4% |
| YTD | +36.5% | -2.5% | +39.0% | +29.5% |
| 1Y | +84.8% | -23.8% | +108.6% | +100.5% |
| 3Y | +176.6% | -32.5% | +209.1% | +219.2% |
| 5Y | +237.1% | -23.2% | +260.3% | +246.3% |
| 10Y | +554.7% | +76.4% | +478.3% | +304.1% |
| All | +554.7% | +72.8% | +481.8% | +304.1% |
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 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