+2,949.9%
AEIS vs FDS
+10,549.7%
-7,599.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.7% | +3.2% |
| 7D | +9.5% | -2.1% | +11.6% | +10.5% |
| 30D | -17.5% | +16.0% | -33.5% | -24.4% |
| 3M | -29.3% | +18.8% | -48.1% | -37.3% |
| 6M | -34.7% | +54.1% | -88.8% | -52.4% |
| YTD | +10.7% | +17.0% | -6.3% | -10.1% |
| 1Y | +7.4% | +25.5% | -18.1% | -16.7% |
| 3Y | +161.1% | -23.3% | +184.4% | +157.5% |
| 5Y | +150.7% | -22.6% | +173.3% | +143.8% |
| 10Y | +360.8% | +130.2% | +230.6% | +150.0% |
| All | +2,949.9% | +10,549.7% | -7,599.8% | +224.8% |
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