+3,599.1%
AEIS vs FDS
+9,502.8%
-5,903.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +4.1% |
| 7D | +3.0% | -1.9% | +4.9% | +3.9% |
| 30D | -14.6% | +9.0% | -23.7% | -18.9% |
| 3M | -12.4% | +18.9% | -31.3% | -23.7% |
| 6M | -15.0% | +35.1% | -50.1% | -33.1% |
| YTD | +34.3% | +5.5% | +28.8% | +17.9% |
| 1Y | +87.4% | -16.8% | +104.2% | +82.5% |
| 3Y | +139.8% | -28.1% | +167.8% | +150.1% |
| 5Y | +220.7% | -17.4% | +238.2% | +206.9% |
| 10Y | +531.6% | +85.4% | +446.2% | +291.8% |
| All | +3,599.1% | +9,502.8% | -5,903.7% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling