+521.0%
AEIS vs FLR
+18.3%
+502.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.4% |
| 7D | -0.2% | -6.9% | +6.7% | +2.0% |
| 30D | -16.4% | +1.1% | -17.5% | -16.7% |
| 3M | -11.1% | +14.3% | -25.5% | -14.6% |
| 6M | -12.0% | +19.1% | -31.1% | -16.8% |
| YTD | +30.9% | +35.1% | -4.3% | +19.3% |
| 1Y | +74.3% | +29.5% | +44.9% | +61.0% |
| 3Y | +165.2% | +53.0% | +112.2% | +127.5% |
| 5Y | +220.0% | +238.9% | -18.9% | +115.0% |
| All | +521.0% | +18.3% | +502.7% | +364.7% |
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