+159.2%
AEIS vs FDS
-24.3%
+183.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.2% |
| 7D | +1.0% | -5.0% | +5.9% | 0.0% |
| 30D | -24.0% | +13.8% | -37.8% | -21.6% |
| 3M | -32.5% | +14.8% | -47.3% | -29.6% |
| 6M | -38.6% | +47.4% | -85.9% | -34.2% |
| YTD | +4.8% | +14.2% | -9.3% | +18.6% |
| 1Y | +1.3% | +26.6% | -25.3% | +10.8% |
| 3Y | +159.2% | -24.4% | +183.7% | +236.1% |
| All | +159.2% | -24.3% | +183.5% | +236.1% |
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