+64.0%
FBTC vs AEIS
+169.1%
-105.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.4% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +21.4% | -16.4% | +37.8% | +26.2% |
| 3M | +24.5% | -11.1% | +35.6% | +24.3% |
| 6M | +9.9% | -12.0% | +21.9% | +8.0% |
| YTD | -12.0% | +30.9% | -42.9% | -25.5% |
| 1Y | -32.3% | +74.3% | -106.7% | -48.6% |
| All | +64.0% | +169.1% | -105.1% | +2.1% |
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