-51.7%
FIG vs AEIS
+6.2%
-57.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.1% | +16.4% | +2.3% |
| 7D | -4.7% | -12.7% | +8.0% | -7.4% |
| 30D | +0.5% | -28.8% | +29.4% | -7.0% |
| 3M | -18.4% | -38.0% | +19.6% | -26.7% |
| 6M | +10.9% | -45.3% | +56.2% | +1.9% |
| YTD | -40.8% | +1.1% | -41.9% | -46.4% |
| 1Y | -51.7% | +8.6% | -60.3% | -56.8% |
| All | -51.7% | +6.2% | -57.9% | -56.8% |
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 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