+1,526.4%
FERG vs AEIS
+1,336.3%
+190.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.0% |
| 7D | +9.7% | +11.5% | -1.8% | +8.6% |
| 30D | +15.0% | -15.8% | +30.8% | +16.5% |
| 3M | +3.8% | -33.3% | +37.1% | +7.3% |
| 6M | +10.6% | -35.2% | +45.8% | +13.9% |
| YTD | +17.0% | +5.0% | +11.9% | +15.0% |
| 1Y | +7.1% | +8.5% | -1.4% | +5.0% |
| 3Y | +67.7% | +152.9% | -85.1% | +53.0% |
| 5Y | +76.4% | +144.6% | -68.2% | +60.6% |
| 10Y | +424.2% | +337.1% | +87.1% | +384.2% |
| All | +1,526.4% | +1,336.3% | +190.1% | +1,484.8% |
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