+75.3%
FDX vs AEIS
+144.8%
-69.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.3% | -7.8% | +0.8% |
| 7D | +0.2% | +1.0% | -0.8% | -0.8% |
| 30D | +9.3% | -24.0% | +33.3% | +15.5% |
| 3M | +0.5% | -32.5% | +33.0% | +8.4% |
| 6M | +5.3% | -38.6% | +43.9% | +14.3% |
| YTD | +38.6% | +4.8% | +33.8% | +24.8% |
| 1Y | +53.5% | +1.3% | +52.2% | +39.2% |
| 3Y | +74.2% | +159.2% | -85.0% | +6.0% |
| 5Y | +75.3% | +140.8% | -65.5% | +1.2% |
| All | +75.3% | +144.8% | -69.5% | +1.2% |
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