+67.7%
FERG vs AEIS
+148.8%
-81.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.6% |
| 7D | +9.7% | +11.5% | -1.8% | +6.8% |
| 30D | +15.0% | -15.8% | +30.8% | +18.8% |
| 3M | +3.8% | -33.3% | +37.1% | +13.2% |
| 6M | +10.6% | -35.2% | +45.8% | +18.9% |
| YTD | +17.0% | +5.0% | +11.9% | +5.8% |
| 1Y | +7.1% | +8.5% | -1.4% | -4.4% |
| 3Y | +67.7% | +152.9% | -85.1% | +11.0% |
| All | +67.7% | +148.8% | -81.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling