+37.9%
AEIS vs FIGR
-29.9%
+67.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.7% |
| 7D | +11.5% | +11.0% | +0.5% | +9.6% |
| 30D | -15.8% | +0.7% | -16.4% | -16.0% |
| 3M | -33.3% | -20.9% | -12.4% | -31.7% |
| 6M | -35.2% | -37.7% | +2.6% | -32.3% |
| YTD | +5.0% | -38.2% | +43.3% | +4.3% |
| 1Y | +8.5% | -27.1% | +35.6% | +3.4% |
| All | +37.9% | -29.9% | +67.9% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling