+140.8%
AEIS vs FDS
-23.2%
+164.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.3% |
| 7D | +1.0% | -5.0% | +5.9% | +1.0% |
| 30D | -24.0% | +13.8% | -37.8% | -24.5% |
| 3M | -32.5% | +14.8% | -47.3% | -32.9% |
| 6M | -38.6% | +47.4% | -85.9% | -42.3% |
| YTD | +4.8% | +14.2% | -9.3% | +7.5% |
| 1Y | +1.3% | +26.6% | -25.3% | -1.8% |
| 3Y | +159.2% | -24.4% | +183.7% | +224.1% |
| 5Y | +140.8% | -22.6% | +163.5% | +193.1% |
| All | +140.8% | -23.2% | +164.0% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling