+92.9%
FFIV vs AEIS
+219.5%
-126.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | -1.0% | +3.0% | -3.9% | -1.8% |
| 30D | -5.1% | -14.6% | +9.6% | -1.0% |
| 3M | -4.5% | -12.4% | +8.0% | -3.1% |
| 6M | +36.5% | -15.0% | +51.4% | +36.4% |
| YTD | +53.0% | +34.3% | +18.7% | +28.1% |
| 1Y | +24.2% | +87.4% | -63.2% | -10.0% |
| 3Y | +137.2% | +139.8% | -2.6% | +47.8% |
| All | +92.9% | +219.5% | -126.6% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling