+8.5%
AEIS vs FGI
+17.8%
-9.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -25.2% | +21.2% | -3.5% |
| 7D | +11.5% | -14.4% | +25.9% | +11.8% |
| 30D | -15.8% | -11.8% | -4.0% | -15.5% |
| 3M | -33.3% | -46.2% | +12.9% | -32.8% |
| 6M | -35.2% | +5.2% | -40.4% | -35.9% |
| YTD | +5.0% | +10.5% | -5.5% | +0.7% |
| 1Y | +8.5% | +25.5% | -17.0% | +1.8% |
| All | +8.5% | +17.8% | -9.3% | +1.8% |
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