+120.9%
FE vs AEIS
+347.9%
-227.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.5% | -12.4% | -1.0% |
| 7D | -0.5% | -6.9% | +6.4% | -0.1% |
| 30D | +4.3% | -23.2% | +27.5% | +6.4% |
| 3M | +0.4% | -29.5% | +29.9% | +3.0% |
| 6M | +6.9% | -37.9% | +44.8% | +10.2% |
| YTD | +8.0% | +6.0% | +2.0% | +3.8% |
| 1Y | +4.8% | +1.2% | +3.6% | +1.2% |
| 3Y | +49.0% | +150.0% | -101.0% | +24.0% |
| 5Y | +46.2% | +141.9% | -95.7% | +19.7% |
| 10Y | +120.9% | +356.2% | -235.3% | +50.5% |
| All | +120.9% | +347.9% | -227.1% | +50.5% |
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