+1,231.5%
AEIS vs SFM
+132.6%
+1,099.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.9% |
| 7D | +3.0% | -0.1% | +3.0% | +3.0% |
| 30D | -14.6% | -4.4% | -10.3% | -14.1% |
| 3M | -12.4% | +1.5% | -14.0% | -13.3% |
| 6M | -15.0% | +6.5% | -21.4% | -17.3% |
| YTD | +34.3% | +2.2% | +32.1% | +31.2% |
| 1Y | +87.4% | -41.9% | +129.3% | +103.5% |
| 3Y | +139.8% | +106.8% | +33.0% | +98.3% |
| 5Y | +220.7% | +231.6% | -10.8% | +134.3% |
| 10Y | +531.6% | +258.4% | +273.2% | +327.0% |
| All | +1,231.5% | +132.6% | +1,099.0% | +926.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 all: compounded portfolio wealth divided by compounded SFM 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…
all analysis · Full analysis span regression · 6 months rolling