+80.3%
AEIS vs FIGR
-3.1%
+83.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.6% | +5.6% |
| 7D | +2.3% | -3.0% | +5.3% | +2.7% |
| 30D | -14.8% | +13.7% | -28.5% | -16.8% |
| 3M | -15.6% | +23.9% | -39.5% | -18.8% |
| 6M | -8.7% | -8.4% | -0.3% | -9.7% |
| YTD | +37.3% | -14.6% | +51.9% | +30.8% |
| 1Y | +80.3% | +12.1% | +68.3% | +65.3% |
| All | +80.3% | -3.1% | +83.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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