+179.7%
AEIS vs FDS
-30.4%
+210.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +2.1% |
| 7D | +8.1% | -5.4% | +13.5% | +7.2% |
| 30D | -11.1% | +1.6% | -12.7% | -10.6% |
| 3M | -5.6% | +17.7% | -23.4% | -2.3% |
| 6M | -0.6% | +29.1% | -29.7% | +2.2% |
| YTD | +38.0% | +1.0% | +37.1% | +50.2% |
| 1Y | +87.2% | -21.6% | +108.9% | +126.2% |
| 3Y | +179.7% | -30.1% | +209.8% | +243.1% |
| All | +179.7% | -30.4% | +210.1% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling