+152.9%
AEIS vs FLR
+35.7%
+117.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.4% |
| 7D | +11.5% | +5.4% | +6.1% | +8.6% |
| 30D | -15.8% | +2.8% | -18.6% | -16.2% |
| 3M | -33.3% | -6.4% | -26.9% | -30.5% |
| 6M | -35.2% | +8.8% | -44.0% | -37.1% |
| YTD | +5.0% | +23.6% | -18.6% | -5.4% |
| 1Y | +8.5% | +13.8% | -5.3% | +1.4% |
| 3Y | +152.9% | +36.5% | +116.4% | +91.9% |
| All | +152.9% | +35.7% | +117.2% | +91.9% |
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