-83.6%
FIG vs AEIS
+59.2%
-142.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.5% |
| 7D | +2.6% | +23.2% | -20.6% | +6.3% |
| 30D | -13.1% | -17.0% | +4.0% | -16.6% |
| 3M | -20.3% | -32.2% | +11.8% | -26.6% |
| 6M | -2.1% | -32.6% | +30.4% | -7.6% |
| YTD | -49.4% | +9.4% | -58.7% | -53.9% |
| 1Y | -57.0% | +7.7% | -64.7% | -61.0% |
| All | -83.6% | +59.2% | -142.8% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling