+356.2%
AEIS vs FDS
+127.5%
+228.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -6.9% | -2.0% | -4.9% | -6.5% |
| 30D | -23.2% | +13.5% | -36.7% | -27.4% |
| 3M | -29.5% | +15.2% | -44.6% | -34.7% |
| 6M | -37.9% | +47.0% | -84.9% | -51.2% |
| YTD | +6.0% | +13.9% | -7.9% | -6.8% |
| 1Y | +1.2% | +25.2% | -23.9% | -16.9% |
| 3Y | +150.0% | -25.3% | +175.3% | +179.2% |
| 5Y | +141.9% | -23.3% | +165.2% | +159.8% |
| 10Y | +356.2% | +126.0% | +230.1% | +144.1% |
| All | +356.2% | +127.5% | +228.7% | +144.1% |
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