+1,348.4%
FERG vs AEIS
+1,736.5%
-388.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.1% |
| 7D | 0.0% | +3.0% | -3.0% | -0.3% |
| 30D | -10.2% | -14.6% | +4.5% | -8.9% |
| 3M | -0.6% | -12.4% | +11.9% | 0.0% |
| 6M | -6.5% | -15.0% | +8.4% | -5.9% |
| YTD | +4.2% | +34.3% | -30.1% | +0.5% |
| 1Y | -2.3% | +87.4% | -89.6% | -8.5% |
| 3Y | +48.5% | +139.8% | -91.3% | +34.8% |
| 5Y | +72.0% | +220.7% | -148.7% | +53.6% |
| 10Y | +369.9% | +531.6% | -161.7% | +326.6% |
| All | +1,348.4% | +1,736.5% | -388.1% | +1,285.1% |
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