+156.3%
FDX vs AEIS
+358.4%
-202.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.3% | -7.8% | +0.4% |
| 7D | +0.2% | +1.0% | -0.8% | -0.9% |
| 30D | +9.3% | -24.0% | +33.3% | +16.2% |
| 3M | +0.5% | -32.5% | +33.0% | +9.3% |
| 6M | +5.3% | -38.6% | +43.9% | +14.9% |
| YTD | +38.6% | +4.8% | +33.8% | +25.7% |
| 1Y | +53.5% | +1.3% | +52.2% | +40.3% |
| 3Y | +74.2% | +159.2% | -85.0% | +11.6% |
| 5Y | +75.3% | +140.8% | -65.5% | +11.8% |
| 10Y | +156.3% | +349.8% | -193.5% | +19.3% |
| All | +156.3% | +358.4% | -202.2% | +19.3% |
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