+74.3%
AEIS vs FLR
+30.6%
+43.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.7% |
| 7D | -0.2% | -6.9% | +6.7% | +4.2% |
| 30D | -16.4% | +1.1% | -17.5% | -17.1% |
| 3M | -11.1% | +14.3% | -25.5% | -18.4% |
| 6M | -12.0% | +19.1% | -31.1% | -23.2% |
| YTD | +30.9% | +35.1% | -4.3% | +3.6% |
| 1Y | +74.3% | +29.5% | +44.9% | +38.3% |
| All | +74.3% | +30.6% | +43.7% | +38.3% |
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