+164.7%
AEIS vs FGI
-70.0%
+234.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.9% | +9.4% | +11.3% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | -24.0% | -3.2% | -20.8% | -24.0% |
| 3M | -32.5% | +64.1% | -96.6% | -34.1% |
| 6M | -38.6% | +17.2% | -55.8% | -39.7% |
| YTD | +4.8% | +31.6% | -26.7% | +1.2% |
| 1Y | +1.3% | +45.1% | -43.7% | -2.7% |
| 3Y | +159.2% | -2.0% | +161.2% | +146.5% |
| All | +164.7% | -70.0% | +234.7% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling