+335.2%
AEIS vs FLR
+7.4%
+327.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | +11.5% | +5.4% | +6.1% | +9.8% |
| 30D | -15.8% | +2.8% | -18.6% | -15.9% |
| 3M | -33.3% | -6.4% | -26.9% | -31.4% |
| 6M | -35.2% | +8.8% | -44.0% | -36.2% |
| YTD | +5.0% | +23.6% | -18.6% | -1.0% |
| 1Y | +8.5% | +13.8% | -5.3% | +4.8% |
| 3Y | +152.9% | +36.5% | +116.4% | +125.8% |
| 5Y | +144.6% | +119.3% | +25.3% | +86.1% |
| All | +335.2% | +7.4% | +327.8% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling