+93.7%
FAST vs AEIS
+117.1%
-23.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -0.6% |
| 7D | +2.1% | -11.3% | +13.4% | +3.2% |
| 30D | +6.9% | -32.6% | +39.5% | +11.7% |
| 3M | +4.8% | -39.2% | +44.0% | +10.7% |
| 6M | +19.8% | -45.4% | +65.1% | +27.2% |
| YTD | +34.9% | -5.8% | +40.7% | +30.0% |
| 1Y | +32.8% | -10.0% | +42.8% | +28.8% |
| 3Y | +93.7% | +121.2% | -27.4% | +52.7% |
| All | +93.7% | +117.1% | -23.4% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling