-80.9%
FIG vs AEIS
+98.7%
-179.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.5% |
| 7D | -14.5% | +6.5% | -20.9% | -13.1% |
| 30D | -13.3% | -9.2% | -4.1% | -14.9% |
| 3M | +7.4% | -8.3% | +15.8% | +6.4% |
| 6M | -27.8% | -6.3% | -21.5% | -29.0% |
| YTD | -41.1% | +36.5% | -77.6% | -43.8% |
| 1Y | -58.7% | +84.8% | -143.5% | -58.5% |
| All | -80.9% | +98.7% | -179.6% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling