+1,443.7%
FANG vs AEIS
+2,255.6%
-811.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.7% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +2.4% | -16.4% | +18.8% | +7.8% |
| 3M | +5.1% | -11.1% | +16.2% | +5.0% |
| 6M | +16.4% | -12.0% | +28.5% | +14.0% |
| YTD | +39.0% | +30.9% | +8.1% | +15.7% |
| 1Y | +50.6% | +74.3% | -23.7% | +10.3% |
| 3Y | +46.9% | +165.2% | -118.2% | -13.2% |
| 5Y | +238.2% | +220.0% | +18.2% | +76.9% |
| 10Y | +181.3% | +527.7% | -346.4% | +6.6% |
| All | +1,443.7% | +2,255.6% | -811.9% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling