+225.6%
FANG vs AEIS
+232.6%
-7.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.1% |
| 7D | +2.9% | +2.3% | +0.6% | +2.4% |
| 30D | +2.6% | -14.8% | +17.4% | +5.3% |
| 3M | +7.6% | -15.6% | +23.2% | +9.2% |
| 6M | +17.3% | -8.7% | +26.0% | +14.9% |
| YTD | +38.7% | +37.3% | +1.3% | +20.2% |
| 1Y | +51.6% | +80.3% | -28.7% | +19.2% |
| 3Y | +50.0% | +177.9% | -128.0% | -2.0% |
| All | +225.6% | +232.6% | -7.0% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling