+237.1%
AEIS vs USFR
+20.4%
+216.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.5% | +0.1% | +6.4% | +6.8% |
| 30D | -9.2% | +0.3% | -9.5% | -7.9% |
| 3M | -8.3% | +1.0% | -9.3% | -4.2% |
| 6M | -6.3% | +1.9% | -8.3% | +1.0% |
| YTD | +36.5% | +2.7% | +33.8% | +49.8% |
| 1Y | +84.8% | +4.0% | +80.8% | +110.2% |
| 3Y | +176.6% | +14.0% | +162.6% | +300.9% |
| 5Y | +237.1% | +20.4% | +216.7% | +464.8% |
| All | +237.1% | +20.4% | +216.7% | +464.8% |
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