+146.5%
AEIS vs USFR
+21.4%
+125.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.9% |
| 7D | +11.5% | +0.1% | +11.4% | +11.8% |
| 30D | -15.8% | +0.4% | -16.1% | -14.7% |
| 3M | -33.3% | +1.1% | -34.4% | -30.7% |
| 6M | -35.2% | +2.0% | -37.2% | -30.4% |
| YTD | +5.0% | +3.5% | +1.6% | +16.1% |
| 1Y | +8.5% | +4.1% | +4.4% | +21.1% |
| 3Y | +152.9% | +14.4% | +138.5% | +226.4% |
| All | +146.5% | +21.4% | +125.1% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling