+7.7%
AEIS vs FGI
+51.2%
-43.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.3% |
| 7D | +23.2% | +13.5% | +9.7% | +23.0% |
| 30D | -17.0% | +17.1% | -34.1% | -17.2% |
| 3M | -32.2% | +78.0% | -110.2% | -33.6% |
| 6M | -32.6% | +46.4% | -79.0% | -33.9% |
| YTD | +9.4% | +47.7% | -38.3% | +4.1% |
| 1Y | +7.7% | +56.8% | -49.1% | +1.9% |
| All | +7.7% | +51.2% | -43.5% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling