+547.9%
FAST vs AEIS
+358.4%
+189.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.3% | -8.3% | +0.6% |
| 7D | +3.8% | +1.0% | +2.9% | +2.9% |
| 30D | +8.1% | -24.0% | +32.1% | +13.4% |
| 3M | +5.8% | -32.5% | +38.3% | +13.2% |
| 6M | +24.9% | -38.6% | +63.4% | +33.9% |
| YTD | +38.9% | +4.8% | +34.1% | +29.1% |
| 1Y | +36.5% | +1.3% | +35.1% | +27.7% |
| 3Y | +98.1% | +159.2% | -61.1% | +39.0% |
| 5Y | +109.3% | +140.8% | -31.5% | +45.6% |
| 10Y | +547.9% | +349.8% | +198.1% | +242.4% |
| All | +547.9% | +358.4% | +189.5% | +242.4% |
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 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