+571.3%
FE vs AEIS
+944.5%
-373.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.8% |
| 7D | -1.0% | -11.3% | +10.3% | -0.4% |
| 30D | +4.1% | -32.6% | +36.7% | +6.6% |
| 3M | -1.0% | -39.2% | +38.1% | +1.9% |
| 6M | +4.0% | -45.4% | +49.4% | +7.2% |
| YTD | +6.8% | -5.8% | +12.6% | +5.4% |
| 1Y | +5.3% | -10.0% | +15.3% | +4.1% |
| 3Y | +44.6% | +121.2% | -76.6% | +31.9% |
| 5Y | +44.2% | +110.6% | -66.4% | +30.8% |
| 10Y | +107.3% | +326.6% | -219.4% | +73.5% |
| All | +571.3% | +944.5% | -373.2% | +382.3% |
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