+31.8%
FFIV vs AEIS
-1.0%
+32.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -4.2% | -6.9% | +2.7% | -3.6% |
| 30D | -33.9% | -23.2% | -10.7% | -32.0% |
| 3M | -22.6% | -29.5% | +6.9% | -19.9% |
| 6M | -10.4% | -37.9% | +27.5% | -7.0% |
| YTD | +24.3% | +6.0% | +18.3% | +15.0% |
| 1Y | +31.8% | +1.2% | +30.6% | +23.2% |
| All | +31.8% | -1.0% | +32.8% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling