+8.5%
AEIS vs FLR
+8.4%
+0.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.2% |
| 7D | +11.5% | +5.4% | +6.1% | +7.7% |
| 30D | -15.8% | +2.8% | -18.6% | -16.5% |
| 3M | -33.3% | -6.4% | -26.9% | -30.2% |
| 6M | -35.2% | +8.8% | -44.0% | -37.5% |
| YTD | +5.0% | +23.6% | -18.6% | -11.3% |
| 1Y | +8.5% | +13.8% | -5.3% | -3.6% |
| All | +8.5% | +8.4% | +0.1% | -3.6% |
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