+167.6%
AEIS vs FGI
-70.0%
+237.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -6.9% | -4.1% | -2.8% | -6.8% |
| 30D | -23.2% | -3.4% | -19.8% | -23.2% |
| 3M | -29.5% | +61.8% | -91.3% | -31.1% |
| 6M | -37.9% | +17.0% | -54.9% | -39.0% |
| YTD | +6.0% | +31.4% | -25.4% | +2.4% |
| 1Y | +1.2% | +42.7% | -41.4% | -2.7% |
| 3Y | +150.0% | -0.1% | +150.1% | +137.2% |
| All | +167.6% | -70.0% | +237.6% | +173.2% |
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