+4,079.4%
FFIV vs AEIS
+655.2%
+3,424.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -2.6% |
| 7D | -8.1% | -11.3% | +3.2% | -4.5% |
| 30D | -33.4% | -32.6% | -0.8% | -23.7% |
| 3M | -24.7% | -39.2% | +14.4% | -11.4% |
| 6M | -8.8% | -45.4% | +36.5% | +8.2% |
| YTD | +21.8% | -5.8% | +27.6% | +12.9% |
| 1Y | +25.3% | -10.0% | +35.3% | +17.8% |
| 3Y | +101.2% | +121.2% | -20.0% | +24.3% |
| 5Y | +40.2% | +110.6% | -70.4% | -14.0% |
| 10Y | +129.0% | +326.6% | -197.6% | -12.8% |
| All | +4,079.4% | +655.2% | +3,424.2% | +360.8% |
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