+974.5%
AEIS vs USFR
+27.5%
+947.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -14.6% | +0.3% | -14.9% | -14.8% |
| 3M | -12.4% | +1.0% | -13.4% | -13.0% |
| 6M | -15.0% | +1.9% | -16.9% | -16.1% |
| YTD | +34.3% | +2.6% | +31.7% | +31.9% |
| 1Y | +87.4% | +4.0% | +83.4% | +82.4% |
| 3Y | +139.8% | +14.1% | +125.7% | +118.5% |
| 5Y | +220.7% | +20.4% | +200.3% | +180.4% |
| 10Y | +531.6% | +28.0% | +503.6% | +427.8% |
| All | +974.5% | +27.5% | +947.0% | +802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling