+237.1%
AEIS vs FLR
+245.1%
-8.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.2% |
| 7D | +6.5% | -3.1% | +9.6% | +7.9% |
| 30D | -9.2% | +4.9% | -14.1% | -11.0% |
| 3M | -8.3% | +10.8% | -19.2% | -12.3% |
| 6M | -6.3% | +19.7% | -26.0% | -13.6% |
| YTD | +36.5% | +38.4% | -1.9% | +18.9% |
| 1Y | +84.8% | +34.7% | +50.1% | +62.7% |
| 3Y | +176.6% | +56.7% | +119.9% | +119.8% |
| 5Y | +237.1% | +241.6% | -4.5% | +91.8% |
| All | +237.1% | +245.1% | -8.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling