+521.0%
AEIS vs USFR
+28.0%
+492.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -16.4% | +0.3% | -16.7% | -16.4% |
| 3M | -11.1% | +1.0% | -12.1% | -11.0% |
| 6M | -12.0% | +1.9% | -14.0% | -12.0% |
| YTD | +30.9% | +2.7% | +28.2% | +30.7% |
| 1Y | +74.3% | +4.0% | +70.3% | +73.8% |
| 3Y | +165.2% | +14.1% | +151.1% | +159.5% |
| 5Y | +220.0% | +20.5% | +199.5% | +205.8% |
| All | +521.0% | +28.0% | +492.9% | +507.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling