+49.3%
FERG vs AEIS
+160.8%
-111.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -11.8% | -16.4% | +4.6% | -7.8% |
| 3M | -1.2% | -11.1% | +9.9% | -0.7% |
| 6M | -2.3% | -12.0% | +9.7% | -2.5% |
| YTD | +0.8% | +30.9% | -30.1% | -12.2% |
| 1Y | +0.5% | +74.3% | -73.9% | -21.4% |
| All | +49.3% | +160.8% | -111.5% | -1.7% |
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