+740.3%
AEIS vs USFR
+28.6%
+711.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +11.5% | +0.1% | +11.4% | +11.5% |
| 30D | -15.8% | +0.4% | -16.1% | -16.0% |
| 3M | -33.3% | +1.1% | -34.4% | -33.8% |
| 6M | -35.2% | +2.0% | -37.2% | -36.0% |
| YTD | +5.0% | +3.5% | +1.6% | +2.6% |
| 1Y | +8.5% | +4.1% | +4.4% | +5.6% |
| 3Y | +152.9% | +14.4% | +138.5% | +130.3% |
| 5Y | +144.6% | +21.4% | +123.2% | +112.8% |
| 10Y | +337.1% | +28.6% | +308.6% | +264.6% |
| All | +740.3% | +28.6% | +711.7% | +601.6% |
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