+1.2%
AEIS vs FDS
+26.7%
-25.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | -6.9% | -2.0% | -4.9% | -7.6% |
| 30D | -23.2% | +13.5% | -36.7% | -17.5% |
| 3M | -29.5% | +15.2% | -44.6% | -22.4% |
| 6M | -37.9% | +47.0% | -84.9% | -22.6% |
| YTD | +6.0% | +13.9% | -7.9% | +29.8% |
| 1Y | +1.2% | +25.2% | -23.9% | +28.3% |
| All | +1.2% | +26.7% | -25.4% | +28.3% |
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