+152.9%
AEIS vs USFR
+14.4%
+138.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.8% |
| 7D | +11.5% | +0.1% | +11.4% | +12.1% |
| 30D | -15.8% | +0.4% | -16.1% | -13.1% |
| 3M | -33.3% | +1.1% | -34.4% | -26.5% |
| 6M | -35.2% | +2.0% | -37.2% | -22.0% |
| YTD | +5.0% | +3.5% | +1.6% | +35.0% |
| 1Y | +8.5% | +4.1% | +4.4% | +42.5% |
| 3Y | +152.9% | +14.4% | +138.5% | +440.0% |
| All | +152.9% | +14.4% | +138.5% | +440.0% |
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 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