+71.9%
AEIS vs FIGR
+1.6%
+70.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -3.5% |
| 7D | -0.2% | +1.0% | -1.2% | -0.3% |
| 30D | -16.4% | +31.4% | -47.8% | -20.0% |
| 3M | -11.1% | +30.3% | -41.4% | -15.1% |
| 6M | -12.0% | -7.6% | -4.4% | -13.2% |
| YTD | +30.9% | -10.5% | +41.3% | +23.8% |
| All | +71.9% | +1.6% | +70.3% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling