+126.9%
FFIV vs AEIS
+347.9%
-221.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -4.2% | -6.9% | +2.7% | -2.7% |
| 30D | -33.9% | -23.2% | -10.7% | -29.5% |
| 3M | -22.6% | -29.5% | +6.9% | -16.1% |
| 6M | -10.4% | -37.9% | +27.5% | -1.5% |
| YTD | +24.3% | +6.0% | +18.3% | +12.5% |
| 1Y | +31.8% | +1.2% | +30.6% | +20.7% |
| 3Y | +99.5% | +150.0% | -50.4% | +29.7% |
| 5Y | +40.7% | +141.9% | -101.1% | -9.5% |
| 10Y | +126.9% | +356.2% | -229.3% | +2.4% |
| All | +126.9% | +347.9% | -221.0% | +2.4% |
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