+239.1%
AEIS vs FGI
-70.4%
+309.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.1% | +2.3% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | -14.6% | +65.4% | -80.1% | -16.6% |
| 3M | -12.4% | +23.5% | -35.9% | -13.9% |
| 6M | -15.0% | +60.5% | -75.5% | -18.1% |
| YTD | +34.3% | +30.0% | +4.3% | +29.9% |
| 1Y | +87.4% | +82.1% | +5.3% | +76.3% |
| 3Y | +139.8% | -4.4% | +144.2% | +128.2% |
| All | +239.1% | -70.4% | +309.4% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling