+87.4%
AEIS vs FLR
+31.2%
+56.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.8% |
| 7D | +3.0% | +5.4% | -2.5% | -0.6% |
| 30D | -14.6% | +11.4% | -26.0% | -21.3% |
| 3M | -12.4% | +11.4% | -23.8% | -18.5% |
| 6M | -15.0% | +16.6% | -31.6% | -24.6% |
| YTD | +34.3% | +41.7% | -7.4% | +3.4% |
| 1Y | +87.4% | +35.4% | +51.9% | +45.6% |
| All | +87.4% | +31.2% | +56.2% | +45.6% |
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