+104.2%
FE vs AEIS
+320.4%
-216.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -1.0% |
| 7D | 0.0% | -11.3% | +11.2% | +0.8% |
| 30D | +5.2% | -32.6% | +37.8% | +8.7% |
| 3M | 0.0% | -39.2% | +39.1% | +4.1% |
| 6M | +5.0% | -45.4% | +50.4% | +9.6% |
| YTD | +7.9% | -5.8% | +13.7% | +4.9% |
| 1Y | +6.3% | -10.0% | +16.3% | +3.8% |
| 3Y | +46.0% | +121.2% | -75.1% | +23.0% |
| 5Y | +45.6% | +110.6% | -65.0% | +21.0% |
| All | +104.2% | +320.4% | -216.2% | +38.2% |
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 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