+176.3%
AEIS vs USFR
+14.0%
+162.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.5% | +0.1% | +6.4% | +7.0% |
| 30D | -9.2% | +0.3% | -9.5% | -7.1% |
| 3M | -8.3% | +1.0% | -9.3% | -1.2% |
| 6M | -6.3% | +1.9% | -8.3% | +5.9% |
| YTD | +36.5% | +2.7% | +33.8% | +58.5% |
| 1Y | +84.8% | +4.0% | +80.8% | +126.0% |
| All | +176.3% | +14.0% | +162.2% | +366.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling