+2,434.8%
FDX vs AEIS
+2,566.8%
-132.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | -2.5% | +3.0% | -5.5% | -3.0% |
| 30D | +3.8% | -14.6% | +18.4% | +6.2% |
| 3M | -1.3% | -12.4% | +11.1% | -0.5% |
| 6M | +5.0% | -15.0% | +20.0% | +5.8% |
| YTD | +39.6% | +34.3% | +5.4% | +29.7% |
| 1Y | +81.1% | +87.4% | -6.2% | +58.2% |
| 3Y | +63.0% | +139.8% | -76.7% | +34.2% |
| 5Y | +65.6% | +220.7% | -155.1% | +28.8% |
| 10Y | +183.4% | +531.6% | -348.2% | +90.4% |
| All | +2,434.8% | +2,566.8% | -132.0% | +1,044.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling