+242.8%
FFIV vs AEIS
+545.5%
-302.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.2% |
| 7D | +3.5% | +6.5% | -3.0% | +1.6% |
| 30D | -1.3% | -9.2% | +7.9% | +1.1% |
| 3M | +2.4% | -8.3% | +10.7% | +2.6% |
| 6M | +41.8% | -6.3% | +48.1% | +38.3% |
| YTD | +58.5% | +36.5% | +22.0% | +35.7% |
| 1Y | +24.3% | +84.8% | -60.4% | -4.6% |
| 3Y | +152.0% | +176.6% | -24.6% | +62.9% |
| 5Y | +99.1% | +237.1% | -138.0% | +18.5% |
| 10Y | +242.8% | +554.7% | -311.9% | +51.1% |
| All | +242.8% | +545.5% | -302.8% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling