+137.8%
AEIS vs FGI
-70.6%
+208.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.1% |
| 7D | -11.3% | -7.0% | -4.3% | -11.2% |
| 30D | -32.6% | -4.2% | -28.4% | -32.5% |
| 3M | -39.2% | +55.6% | -94.8% | -40.5% |
| 6M | -45.4% | -3.2% | -42.2% | -46.1% |
| YTD | -5.8% | +29.1% | -34.9% | -9.0% |
| 1Y | -10.0% | +51.0% | -61.0% | -13.6% |
| 3Y | +121.2% | +1.5% | +119.6% | +109.0% |
| All | +137.8% | -70.6% | +208.4% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling