+175.5%
FDX vs AEIS
+546.3%
-370.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.4% |
| 7D | -3.3% | +8.1% | -11.4% | -5.5% |
| 30D | -1.4% | -11.1% | +9.7% | +1.4% |
| 3M | -4.5% | -5.6% | +1.1% | -5.4% |
| 6M | +9.4% | -0.6% | +10.1% | +5.0% |
| YTD | +36.0% | +38.0% | -2.0% | +16.7% |
| 1Y | +75.5% | +87.2% | -11.7% | +34.8% |
| 3Y | +62.8% | +179.7% | -116.9% | +5.2% |
| 5Y | +64.4% | +241.7% | -177.3% | -3.5% |
| 10Y | +175.5% | +547.2% | -371.7% | +11.1% |
| All | +175.5% | +546.3% | -370.9% | +11.1% |
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