+176.3%
AEIS vs FLR
+56.0%
+120.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.5% |
| 7D | +6.5% | -3.1% | +9.6% | +8.1% |
| 30D | -9.2% | +4.9% | -14.1% | -11.4% |
| 3M | -8.3% | +10.8% | -19.2% | -13.2% |
| 6M | -6.3% | +19.7% | -26.0% | -15.3% |
| YTD | +36.5% | +38.4% | -1.9% | +15.0% |
| 1Y | +84.8% | +34.7% | +50.1% | +57.6% |
| All | +176.3% | +56.0% | +120.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling