+509.1%
FAST vs AEIS
+523.4%
-14.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | +0.2% |
| 7D | -0.4% | +3.0% | -3.3% | -1.0% |
| 30D | -0.8% | -14.6% | +13.9% | +2.4% |
| 3M | +5.8% | -12.4% | +18.2% | +6.6% |
| 6M | +8.0% | -15.0% | +22.9% | +8.6% |
| YTD | +25.6% | +34.3% | -8.7% | +12.3% |
| 1Y | +0.8% | +87.4% | -86.6% | -18.1% |
| 3Y | +86.1% | +139.8% | -53.7% | +36.4% |
| 5Y | +100.2% | +220.7% | -120.5% | +32.1% |
| All | +509.1% | +523.4% | -14.3% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling