+108.0%
FAST vs AEIS
+145.4%
-37.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +5.0% | +23.2% | -18.2% | +1.1% |
| 30D | +8.6% | -17.0% | +25.6% | +11.3% |
| 3M | +6.9% | -32.2% | +39.1% | +13.3% |
| 6M | +29.6% | -32.6% | +62.1% | +35.3% |
| YTD | +41.4% | +9.4% | +32.0% | +30.6% |
| 1Y | +38.5% | +7.7% | +30.8% | +28.1% |
| 3Y | +98.7% | +157.9% | -59.2% | +38.3% |
| 5Y | +108.0% | +154.8% | -46.7% | +37.5% |
| All | +108.0% | +145.4% | -37.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling