-58.5%
FIG vs AEIS
+81.9%
-140.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +5.7% |
| 7D | -3.8% | +2.3% | -6.1% | -3.4% |
| 30D | -2.3% | -14.8% | +12.5% | -5.2% |
| 3M | +20.0% | -15.6% | +35.5% | +17.6% |
| 6M | -16.7% | -8.7% | -8.0% | -18.9% |
| YTD | -37.9% | +37.3% | -75.2% | -45.9% |
| 1Y | -58.5% | +80.3% | -138.9% | -68.4% |
| All | -58.5% | +81.9% | -140.5% | -68.4% |
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