+11.9%
FE vs AEIS
+93.3%
-81.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.5% |
| 7D | +1.9% | +3.0% | -1.0% | +2.0% |
| 30D | -1.2% | -14.6% | +13.5% | -1.4% |
| 3M | +3.5% | -12.4% | +15.9% | +3.2% |
| 6M | -6.1% | -15.0% | +8.9% | -6.1% |
| YTD | +7.6% | +34.3% | -26.7% | +8.6% |
| 1Y | +11.9% | +87.4% | -75.5% | +16.0% |
| All | +11.9% | +93.3% | -81.4% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling