+5,150.0%
FFIV vs AEIS
+976.7%
+4,173.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.4% |
| 7D | -1.0% | +3.0% | -3.9% | -2.1% |
| 30D | -5.1% | -14.6% | +9.6% | +0.4% |
| 3M | -4.5% | -12.4% | +8.0% | -2.7% |
| 6M | +36.5% | -15.0% | +51.4% | +36.8% |
| YTD | +53.0% | +34.3% | +18.7% | +26.5% |
| 1Y | +24.2% | +87.4% | -63.2% | -11.4% |
| 3Y | +137.2% | +139.8% | -2.6% | +45.4% |
| 5Y | +91.8% | +220.7% | -129.0% | +1.8% |
| 10Y | +215.2% | +531.6% | -316.4% | +5.1% |
| All | +5,150.0% | +976.7% | +4,173.3% | +416.5% |
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