+578.0%
FE vs AEIS
+944.5%
-366.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -0.9% |
| 7D | 0.0% | -11.3% | +11.2% | +0.6% |
| 30D | +5.2% | -32.6% | +37.8% | +7.7% |
| 3M | 0.0% | -39.2% | +39.1% | +2.9% |
| 6M | +5.0% | -45.4% | +50.4% | +8.2% |
| YTD | +7.9% | -5.8% | +13.7% | +6.5% |
| 1Y | +6.3% | -10.0% | +16.3% | +5.2% |
| 3Y | +46.0% | +121.2% | -75.1% | +33.2% |
| 5Y | +45.6% | +110.6% | -65.0% | +32.1% |
| 10Y | +109.3% | +326.6% | -217.3% | +75.3% |
| All | +578.0% | +944.5% | -366.5% | +387.1% |
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