+37.4%
FAST vs AEIS
+6.8%
+30.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | +0.8% |
| 7D | +4.3% | +9.5% | -5.2% | +3.3% |
| 30D | +8.3% | -17.5% | +25.8% | +9.9% |
| 3M | +6.5% | -29.3% | +35.8% | +9.4% |
| 6M | +29.5% | -34.7% | +64.2% | +33.5% |
| YTD | +41.3% | +10.7% | +30.5% | +33.0% |
| 1Y | +37.4% | +7.4% | +30.0% | +29.8% |
| All | +37.4% | +6.8% | +30.6% | +29.8% |
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