+34.3%
FANG vs AEIS
+6.2%
+28.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.1% | +6.2% | -5.5% |
| 7D | -11.3% | -12.7% | +1.4% | -11.8% |
| 30D | -0.7% | -28.8% | +28.2% | -2.3% |
| 3M | -4.2% | -38.0% | +33.8% | -6.2% |
| 6M | -13.5% | -45.3% | +31.8% | -15.4% |
| YTD | +23.7% | +1.1% | +22.6% | +28.6% |
| 1Y | +34.3% | +8.6% | +25.7% | +40.4% |
| All | +34.3% | +6.2% | +28.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling