+8.6%
AEIS vs FLR
+2.5%
+6.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.8% | -10.4% | -10.6% |
| 7D | -12.7% | +1.4% | -14.1% | -13.3% |
| 30D | -28.8% | -5.9% | -22.9% | -25.6% |
| 3M | -38.0% | -7.6% | -30.4% | -35.4% |
| 6M | -45.3% | -9.3% | -36.0% | -42.7% |
| YTD | +1.1% | +20.1% | -19.0% | -15.1% |
| 1Y | +8.6% | +3.0% | +5.6% | +3.2% |
| All | +8.6% | +2.5% | +6.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling