+109.2%
FE vs AEIS
+546.3%
-437.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | +0.6% | +8.1% | -7.5% | -0.2% |
| 30D | -2.1% | -11.1% | +9.0% | -1.1% |
| 3M | +2.6% | -5.6% | +8.3% | +2.2% |
| 6M | -6.8% | -0.6% | -6.1% | -8.3% |
| YTD | +6.9% | +38.0% | -31.2% | +0.7% |
| 1Y | +11.6% | +87.2% | -75.7% | +0.7% |
| 3Y | +47.7% | +179.7% | -132.0% | +23.2% |
| 5Y | +46.2% | +241.7% | -195.5% | +15.6% |
| 10Y | +109.2% | +547.2% | -438.0% | +29.5% |
| All | +109.2% | +546.3% | -437.2% | +29.5% |
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